A self-normalization test for a change-point in the shape parameter of a gamma distributed sequence
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Publication:395879
DOI10.1016/j.jkss.2012.12.001zbMath1294.62031OpenAlexW1990870738MaRDI QIDQ395879
Baiqi Miao, Cuiling Dong, Chang-Chun Tan, Yuehua Wu
Publication date: 7 August 2014
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jkss.2012.12.001
Parametric hypothesis testing (62F03) Sequential statistical analysis (62L10) Asymptotic properties of parametric tests (62F05)
Related Items (2)
Detection of multiple change-points in the scale parameter of a gamma distributed sequence based on reversible jump MCMC ⋮ A self-normalization test for correlation change
Cites Work
- Nonanticipating estimation applied to sequential analysis and changepoint detection
- Parametric Statistical Change Point Analysis
- Tests for a Change Point in the Shape Parameter of Gamma Random Variables
- Testing That a Dependent Process Is Uncorrelated
- A Self-Normalized Approach to Confidence Interval Construction in Time Series
- Testing for Change Points in Time Series
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