Information Approach for the Change-Point Detection in the Skew Normal Distribution and Its Applications

DOI10.1080/07474946.2014.961845zbMath1305.62083OpenAlexW1985971417MaRDI QIDQ2934409

Wei Ning, Grace Ngunkeng

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

zbMATH Keywords

skew normal distributionschange-point detectionSchwarz information criterionmultiple changesinformation approachbinary segmentation method

Mathematics Subject Classification ID

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

Related Items (10)

VARIANCE CHANGE-POINT PROBLEM IN MODIFIED INFORMATION CRITERION ⋮ Likelihood ratio test change-point detection in the skew slash distribution ⋮ Sequential change-point detection for skew normal distribution ⋮ An Information-Based Approach to the Change-Point Problem of the Noncentral SkewtDistribution with Applications to Stock Market Data ⋮ Modified information criterion for linear regression change-point model with its applications ⋮ Modified information criterion for detecting changes in skew slash distribution ⋮ Likelihood procedure for testing changes in skew normal model with applications to stock returns ⋮ Detecting changes in linear regression models with skew normal errors ⋮ Point estimation of the location parameter of a skew-normal distribution: some fixed sample and asymptotic results ⋮ Confidence distributions for skew normal change-point model based on modified information criterion

Uses Software

• sn

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