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 distributionmultivariate normalcusumnon-central distribution

Mathematics Subject Classification ID

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

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Cited in

(2)

• Subsampling for General Statistics under Long Range Dependence with application to change point analysis
• Large Sample Change-Point Estimation when Distributions Are Unknown

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