Change Point Detection in The Skew-Normal Model Parameters

DOI10.1080/03610926.2011.611321zbMath1433.62250OpenAlexW2001674776MaRDI QIDQ4921626

Rosangela H. Loschi, Luis Mauricio Castro, Reinaldo B. Arellano-Valle

Publication date: 13 May 2013

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10533/133173

zbMATH Keywords

posterior distributionstochastic representationskew-normal distributionshape parameterchange point detection

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Bayesian inference (62F15) Exact distribution theory in statistics (62E15) Non-Markovian processes: hypothesis testing (62M07)

Related Items (9)

Some properties of the unified skew-normal distribution ⋮ Likelihood ratio test change-point detection in the skew slash distribution ⋮ 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 ⋮ Likelihood procedure for testing changes in skew normal model with applications to stock returns ⋮ Point estimation of the location parameter of a skew-normal distribution: some fixed sample and asymptotic results ⋮ Confidence distributions for skew normal change-point model based on modified information criterion ⋮ Bayesian robustness in change point analysis ⋮ Nonparametric Mixtures Based on Skew-normal Distributions: An Application to Density Estimation

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