Statistical inference for the shape parameter change-point estimator in negative associated gamma distribution

DOI10.1186/1029-242X-2013-161zbMath1279.62061WikidataQ59301689 ScholiaQ59301689MaRDI QIDQ394686

Baiqi Miao, Xing-Cai Zhou, Chang-Chun Tan

Publication date: 27 January 2014

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

zbMATH Keywords

convergence rategamma-distributionnegative associated

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)

Cites Work

• Nonparametric estimation of structural change points in volatility models for time series
• Moment inequalities and weak convergence for negatively associated sequences
• Bayesian detection of a change of scale parameter in sequences of independent gamma random variables
• Negative association of random variables, with applications
• Multiple changepoint fitting via quasilikelihood, with application to DNA sequence segmentation
• Estimating and Testing Linear Models with Multiple Structural Changes
• Test Procedures for Possible Changes in Parameters of Statistical Distributions Occurring at Unknown Time Points
• Change points with linear trend for the exponential distribution

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