Modified information criterion for detecting changes in skew slash distribution

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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Confidence distributions for skew normal change-point model based on modified information criterion
Empirical likelihood ratio test for the change-point problem
An alternative multivariate skew-slash distribution
On tests for detecting change in mean
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Combining information from independent sources through confidence distributions
Modified information criterion for testing changes in skew normal model
The multivariate 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
Parametric Statistical Change Point Analysis
A test for a change in a parameter occurring at an unknown point
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Confidence and Likelihood^*
Likelihood ratio test change-point detection in the skew slash distribution
A new family of multivariate skew slash distribution
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On Detecting Changes in the Mean of Normal Variates
Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
CONTINUOUS INSPECTION SCHEMES

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