Information approach for the change-point detection in the skew normal distribution and its applications
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- scientific article; zbMATH DE number 7404360
Cites work
- scientific article; zbMATH DE number 1048663 (Why is no real title available?)
- A Non-Parametric Approach to the Change-Point Problem
- A class of multivariate skew-normal models
- A semiparametric changepoint model
- A test for a change in a parameter occurring at an unknown point
- A test for the hypothesis of skew-normality in a population
- An empirical likelihood ratio based goodness-of-fit test for skew normality
- Change Point Detection in The Skew-Normal Model Parameters
- Change point analysis for generalized lambda distribution
- Confidence regions and tests for a change-point in a sequence of exponential family random variables
- Detecting shifts in functions of multivariate location and covariance parameters
- Empirical likelihood for linear models
- Empirical likelihood ratio confidence regions
- Empirical likelihood ratio test for the change-point problem
- Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
- Estimating the dimension of a model
- GOODNESS-OF-FIT TESTS FOR THE SKEW-NORMAL DISTRIBUTION
- Matrix variate extended skew normal distributions
- Matrix variate skew normal distributions
- Nonparametric change-point estimation
- On Detecting Changes in the Mean of Normal Variates
- On matrix variate skew-normal distributions
- On tests for detecting change in mean when variance is unknown
- On the asymptotic behavior of a class of nonparametric tests for a change-point problem
- Parametric statistical change point analysis. With applications to genetics, medicine, and finance
- The Distribution of Stock Returns When the Market Is Up
- The asymptotic behavior of some nonparametric change-point estimators
- The likelihood ratio test for a change-point in simple linear regression
- The multivariate skew-normal distribution
Cited in
(18)- On the modified information-based approach to the change point detection (CPD) problem under the non-central skew t distribution
- Variance change-point problem in modified information criterion
- Change-point detection of the Kumaraswamy skew-t distribution based on 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
- Detecting changes in linear regression models with skew normal errors
- Change point detection in length-biased Weibull distribution for random censored data based on modified information criterion
- 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
- Estimating changepoints in extremal dependence, applied to aviation stock prices during COVID-19 pandemic
- Modified information criterion for linear regression change-point model with its applications
- Extending finite mixture models with skew-normal distributions and hidden Markov models for time series
- 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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