Nonparameter statistical inference for gamma distributions with change points

zbMATH Open1174.62366MaRDI QIDQ5320320FDOQ5320320

Authors: Changchun Tan, Baiqi Miao, Jun Hui 

Publication date: 22 July 2009

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zbMATH Keywords

strong consistencyrate of convergenceself-normalization

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Cited In (10)

• Statistical inference for the shape parameter change-point estimator in negative associated gamma distribution
• Change point analysis for generalized lambda distribution
• A self-normalization test for a change-point in the shape parameter of a gamma distributed sequence
• 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
• Smoothing and change point detection for Gamma ray count data
• Title not available (Why is that?)
• Tests for a Change Point in the Shape Parameter of Gamma Random Variables
• Gamma distribution based traffic flow time series segmenting model
• DETERMINATION OF CHANGE POINTS OF NON-MONOTONIC FAILURE RATES

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