Finite sample distributions of statistics in change point analysis

DOI10.1016/J.JSPI.2012.06.016zbMath1254.62017OpenAlexW2001066908MaRDI QIDQ1926560

Reza Habibi

Publication date: 28 December 2012

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2012.06.016

zbMATH Keywords

cusummultivariate normalbeta distributionnon-central distribution

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Exact distribution theory in statistics (62E15)

This page was built for publication: Finite sample distributions of statistics in change point analysis