Modified information criterion for detecting changes in skew slash distribution

DOI10.1515/ROSE-2023-2011MaRDI QIDQ6073719zbMATH OpenFDO

Authors Mei Li, Yubin Tian, Wei Ning

Publication date 18 September 2023

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

Full work available at URL https://doi.org/10.1515/ROSE-2023-2011

zbMATH Keywords

change point detectionconfidence distributionconfidence setscoverage probabilitymodified information criterionskew slash distribution

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Bootstrap, jackknife and other resampling methods (62F40)

Cites work

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Cited in

(4)

• Modified information criterion for testing changes in skew normal model
• Likelihood ratio test change-point detection in the skew slash distribution
• Likelihood ratio test change point detection for the Weibull distribution with random censored data
• Confidence distributions for skew normal change-point model based on modified information criterion

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