Detecting changes in linear regression models with skew normal errors

DOI10.1515/ROSE-2018-0001MaRDI QIDQ1743321zbMATH OpenOpenAlexFDO

Authors Khamis K. Said, Wei Ning, Yubin Tian

Publication date 13 April 2018

Published in Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/rose-2018-0001

zbMATH Keywords

change point detectionlinear regression modelskew normal distributionSchwarz information criterion

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Linear regression; mixed models (62J05)

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Cited in

(3)

• Change Point Detection in The Skew-Normal Model Parameters
• Likelihood ratio test change-point detection in the skew slash distribution
• Change point analysis for weighted exponential distribution

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