Confidence distributions for skew normal change-point model based on modified information criterion

DOI10.1007/s42519-020-00108-5zbMath1443.62053OpenAlexW3035056626MaRDI QIDQ777847

Wei Ning, Suthakaran Ratnasingam

Publication date: 7 July 2020

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s42519-020-00108-5

zbMATH Keywords

coverage probabilityinformation criterionconfidence distributionskew normal distributionchange point detectionaverage lengths

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Exact distribution theory in statistics (62E15) Nonparametric tolerance and confidence regions (62G15) Statistical aspects of information-theoretic topics (62B10)

Related Items (2)

Modified information criterion for detecting changes in skew slash distribution ⋮ Change point detection in linear failure rate distribution under random censorship

Uses Software

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