Finite sample distributions of statistics in change point analysis

DOI10.1016/J.JSPI.2012.06.016MaRDI QIDQ1926560zbMATH OpenOpenAlexFDO

Authors Reza Habibi

Publication date 28 December 2012

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2012.06.016

zbMATH Keywords

beta distributioncusummultivariate normalnon-central distribution

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Parametric hypothesis testing (62F03)

Recommendations

• The exact distribution of cusum estimator of a changepoint in a Bernoulli sequence
• scientific article; zbMATH DE number 4022440
• Change Point Detection in a General Class of Distributions
• scientific article; zbMATH DE number 5583621
• Inference for change point and post change means after a CUSUM test.

Cited in

(5)

• Large Sample Change-Point Estimation when Distributions Are Unknown
• The exact distribution of cusum estimator of a changepoint in a Bernoulli sequence
• Subsampling for General Statistics under Long Range Dependence with application to change point analysis
• M-procedures robust to structural changes detection under strong mixing heavy-tailed time series models
• On the non-central Dirichlet distribution

This page was built for publication: Finite sample distributions of statistics in change point analysis

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1926560)