Information approach for the change-point detection in the skew normal distribution and its applications

DOI10.1080/07474946.2014.961845zbMATH Open1305.62083OpenAlexW1985971417MaRDI QIDQ2934409FDOQ2934409

Publication date: 12 December 2014

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474946.2014.961845

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Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05)

Cites Work

Estimating the dimension of a model
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Parametric statistical change point analysis. With applications to genetics, medicine, and finance
Title not available (Why is that?)
A class of multivariate skew-normal models
The multivariate skew-normal distribution
A Non-Parametric Approach to the Change-Point Problem
A test for a change in a parameter occurring at an unknown point
An empirical likelihood ratio based goodness-of-fit test for skew normality
A test for the hypothesis of skew-normality in a population
The Distribution of Stock Returns When the Market Is Up
GOODNESS-OF-FIT TESTS FOR THE SKEW-NORMAL DISTRIBUTION
The asymptotic behavior of some nonparametric change-point estimators
Confidence regions and tests for a change-point in a sequence of exponential family random variables
Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
On Detecting Changes in the Mean of Normal Variates
Empirical likelihood ratio test for the change-point problem
A semiparametric changepoint model
On matrix variate skew-normal distributions
Matrix variate skew normal distributions
On the asymptotic behavior of a class of nonparametric tests for a change-point problem
On tests for detecting change in mean when variance is unknown
Detecting shifts in functions of multivariate location and covariance parameters
Change Point Detection in The Skew-Normal Model Parameters
Matrix variate extended skew normal distributions
Change point analysis for generalized lambda distribution

Cited In (14)

Variance change-point problem in modified information criterion
Modified information criterion for testing changes in skew normal model
An Information-Based Approach to the Change-Point Problem of the Noncentral SkewtDistribution with Applications to Stock Market Data
Change point detection in length-biased Weibull distribution for random censored data based on modified information criterion
Detecting changes in linear regression models with skew normal errors
Likelihood procedure for testing changes in skew normal model with applications to stock returns
Point estimation of the location parameter of a skew-normal distribution: some fixed sample and asymptotic results
Modified information criterion for linear regression change-point model with its applications
Change Point Detection in The Skew-Normal Model Parameters
Sequential change-point detection for skew normal distribution
Likelihood ratio test change-point detection in the skew slash distribution
Confidence distributions for skew normal change-point model based on modified information criterion
Modified information criterion for detecting changes in skew slash distribution
Change point analysis for weighted exponential distribution

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