Modified information criterion for detecting changes in skew slash distribution
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Publication:6073719
DOI10.1515/rose-2023-2011MaRDI QIDQ6073719
Publication date: 18 September 2023
Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)
coverage probabilityconfidence setsconfidence distributionchange point detectionskew slash distributionmodified information criterion
Asymptotic properties of parametric estimators (62F12) Parametric hypothesis testing (62F03) Point estimation (62F10) Bootstrap, jackknife and other resampling methods (62F40)
Cites Work
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