Change point analysis for generalized lambda distribution

DOI10.1080/03610910903125314MaRDI QIDQ3652721zbMATH OpenOpenAlexFDO

Authors Wei Ning, Arjun K. Gupta

Publication date 16 December 2009

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610910903125314

zbMATH Keywords

change pointsestimationgeneralized lambda distributionsinformation criterion

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03)

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Cites work

• A Simplex Method for Function Minimization
• An approximate method for generating asymmetric random variables
• An approximate method for generating symmetric random variables
• Confidence regions and tests for a change-point in a sequence of exponential family random variables
• Detecting shifts in functions of multivariate location and covariance parameters
• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
• scientific article; zbMATH DE number 1048663 (Why is no real title available?)
• On Detecting Changes in the Mean of Normal Variates
• On tests for detecting change in mean
• The likelihood ratio test for a change-point in simple linear regression

Cited in

(8)

• An Information-Based Approach to the Change-Point Problem of the Noncentral SkewtDistribution with Applications to Stock Market Data
• Information approach for the change-point detection in the skew normal distribution and its applications
• scientific article; zbMATH DE number 6695056 (Why is no real title available?)
• Empirical likelihood ratio test for a mean change point model with a linear trend followed by an abrupt change
• Change point detection in linear failure rate distribution under random censorship
• Change point analysis for weighted exponential distribution
• On the modified information-based approach to the change point detection (CPD) problem under the non-central skew t distribution
• Likelihood ratio test change point detection for the Weibull distribution with random censored data

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• gldex

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