Change Point Analysis for Generalized Lambda Distribution

DOI10.1080/03610910903125314zbMath1394.62018OpenAlexW1986593963MaRDI QIDQ3652721

Arjun K. Gupta, Wei Ning

Publication date: 16 December 2009

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910903125314

zbMATH Keywords

estimationchange pointsinformation criteriongeneralized lambda distributions

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03)

Related Items (5)

Unnamed Item ⋮ An Information-Based Approach to the Change-Point Problem of the Noncentral SkewtDistribution with Applications to Stock Market Data ⋮ Information Approach for the Change-Point Detection in the Skew Normal Distribution and Its Applications ⋮ Change point detection in linear failure rate distribution under random censorship ⋮ Empirical likelihood ratio test for a mean change point model with a linear trend followed by an abrupt change

Uses Software

• gldex

Cites Work

• Unnamed Item
• Detecting shifts in functions of multivariate location and covariance parameters
• On tests for detecting change in mean
• Confidence regions and tests for a change-point in a sequence of exponential family random variables
• The likelihood ratio test for a change-point in simple linear regression
• An approximate method for generating asymmetric random variables
• On Detecting Changes in the Mean of Normal Variates
• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
• A Simplex Method for Function Minimization
• An approximate method for generating symmetric random variables

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