Information criterion and change point problem for regular models

zbMATH Open1193.62004MaRDI QIDQ3580918FDOQ3580918

Authors: Jiahua Chen, Arjun K. Gupta, Jianmin Pan 

Publication date: 14 August 2010

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• scientific article; zbMATH DE number 1916873

zbMATH Keywords

consistencymodel complexityconvergence ratelimiting distributionirregular parametric modellocation of changeregular parametric models

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Asymptotic distribution theory in statistics (62E20) Theory of statistical experiments (62B15) Sufficiency and information (62B99)

Cited In (21)

• Information approach for a lifetime change-point model based on the exponential-logarithmic distribution
• Variance change-point problem in modified information criterion
• Schwarz information criterion based tests for a change-point in regression models
• A general criterion to determine the number of change-points
• \(\phi\)-divergence based procedure for parametric change-point problems
• Change-point detection of failure mechanism for electronic devices based on Arrhenius model
• On the Singularities of the Information Matrix and Multipath Change-Point Problems
• 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
• Information criterion for Gaussian change-point model
• U-Statistic Based Modified Information Criterion for Change Point Problems
• Simultaneous change point analysis and variable selection in a regression problem
• Modified information criterion for linear regression change-point model with its applications
• Change-point model selection via AIC
• Confidence distributions for skew normal change-point model based on modified information criterion
• Information criterion of seriously over-fitting change-point models
• Modified information criterion for detecting changes in skew slash distribution
• Application of modified information criterion to multiple change point problems
• Modified information approach for detecting change points in piecewise linear failure rate function
• Change point analysis for weighted exponential distribution
• An M-estimation-based criterion for simultaneous change point analysis and variable selection in a regression problem

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