Statistical inference for the shape parameter change-point estimator in negative associated gamma distribution
From MaRDI portal
(Redirected from Publication:394686)
Recommendations
- Nonparameter statistical inference for gamma distributions with change points
- Inference and application to finance of \(\Gamma\)-distributions with at most one change-point
- scientific article; zbMATH DE number 2202273
- A self-normalization test for a change-point in the shape parameter of a gamma distributed sequence
- Tests for a Change Point in the Shape Parameter of Gamma Random Variables
Cites work
- Bayesian detection of a change of scale parameter in sequences of independent gamma random variables
- Change points with linear trend for the exponential distribution
- Estimating and Testing Linear Models with Multiple Structural Changes
- Moment inequalities and weak convergence for negatively associated sequences
- Multiple changepoint fitting via quasilikelihood, with application to DNA sequence segmentation
- Negative association of random variables, with applications
- Nonparametric estimation of structural change points in volatility models for time series
- Test Procedures for Possible Changes in Parameters of Statistical Distributions Occurring at Unknown Time Points
Cited in
(4)- Inference and application to finance of \(\Gamma\)-distributions with at most one change-point
- scientific article; zbMATH DE number 2202273 (Why is no real title available?)
- Nonparameter statistical inference for gamma distributions with change points
- A self-normalization test for a change-point in the shape parameter of a gamma distributed sequence
This page was built for publication: Statistical inference for the shape parameter change-point estimator in negative associated gamma distribution
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q394686)
