A self-normalization test for a change-point in the shape parameter of a gamma distributed sequence

DOI10.1016/J.JKSS.2012.12.001zbMATH Open1294.62031OpenAlexW1990870738MaRDI QIDQ395879FDOQ395879

Authors: Changchun Tan, Cuiling Dong, Baiqi Miao, 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

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zbMATH Keywords

consistencyCUSUMgamma distributionself-normalizationtestchange-pointshape parameter

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05) Sequential statistical analysis (62L10)

Cites Work

• Title not available (Why is that?)
• Parametric statistical change point analysis. With applications to genetics, medicine, and finance
• Title not available (Why is that?)
• 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
• Nonanticipating estimation applied to sequential analysis and changepoint detection
• Tests for a Change Point in the Shape Parameter of Gamma Random Variables
• Nonparameter statistical inference for gamma distributions with change points
• Inference and application to finance of \(\Gamma\)-distributions with at most one change-point

Cited In (7)

• Statistical inference for the shape parameter change-point estimator in negative associated gamma distribution
• Detection of multiple change-points in the scale parameter of a gamma distributed sequence based on reversible jump MCMC
• Inference and application to finance of \(\Gamma\)-distributions with at most one change-point
• Nonparameter statistical inference for gamma distributions with change points
• Title not available (Why is that?)
• Tests for a Change Point in the Shape Parameter of Gamma Random Variables
• A self-normalization test for correlation change

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