Modified information criterion for testing changes in skew normal model

DOI10.1214/17-BJPS388zbMath1418.62065OpenAlexW2920117649MaRDI QIDQ2415493

Wei Ning, Khamis K. Said, Yu-Bin Tian

Publication date: 22 May 2019

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bjps/1551690035

zbMATH Keywords

likelihood ratio testmodel selectionBayesian information criterionchange pointsskew normal distributionmodified information criterion

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Parametric hypothesis testing (62F03) Point estimation (62F10) Exact distribution theory in statistics (62E15)

Related Items (3)

VARIANCE CHANGE-POINT PROBLEM IN MODIFIED INFORMATION CRITERION ⋮ Modified information criterion for detecting changes in skew slash distribution ⋮ Confidence distributions for skew normal change-point model based on modified information criterion

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