Tests for a Change Point in the Shape Parameter of Gamma Random Variables

DOI10.1081/STA-120028728MaRDI QIDQ3155296zbMATH OpenFDO

Authors Asoka Ramanayake

Publication date 14 January 2005

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/STA-120028728

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Parametric hypothesis testing (62F03) Bayesian inference (62F15) Applications of statistics in engineering and industry; control charts (62P30) Monte Carlo methods (65C05)

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Cites work

• Approximate tail probabilities for the maxima of some random fields
• Asymptotic distributions of maximum likelihood tests for change in the mean
• Change points with linear trend for the exponential distribution
• Confidence Sets in Change-Point Problems
• scientific article; zbMATH DE number 3860238 (Why is no real title available?)
• scientific article; zbMATH DE number 3393603 (Why is no real title available?)
• Test Procedures for Possible Changes in Parameters of Statistical Distributions Occurring at Unknown Time Points
• THE TIME INTERVALS BETWEEN INDUSTRIAL ACCIDENTS

Cited in

(11)

• Accurate tests and intervals based on linear cusum statistics
• Smoothing and change point detection for Gamma ray count data
• Detection of multiple change-points in the scale parameter of a gamma distributed sequence based on reversible jump MCMC
• Testing Hypotheses about the Shape Parameter of a Gamma Distribution
• Edgeworth expansions for functions of weighted empirical distributions with applications to nonparametric confidence intervals
• Statistical inference for the shape parameter change-point estimator in negative associated gamma distribution
• A self-normalization test for a change-point in the shape parameter of a gamma distributed sequence
• scientific article; zbMATH DE number 2202273 (Why is no real title available?)
• Nonparameter statistical inference for gamma distributions with change points
• Inference and application to finance of -distributions with at most one change-point
• Empirical likelihood test in a posteriori change-point nonlinear model

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