Change point detection in scale family distributions

Reza Habibi

Statistica Neerlandica, 2009, vol. 63, issue 3, 347-352

Abstract: Change point detection in scale parameter is studied. The test statistic is given and its asymptotic distribution is studied. The infinite variance case is also surveyed. A real data set is considered.

Date: 2009
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
https://doi.org/10.1111/j.1467-9574.2009.00427.x

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:stanee:v:63:y:2009:i:3:p:347-352

Ordering information: This journal article can be ordered from
http://www.blackwell ... bs.asp?ref=0039-0402

Access Statistics for this article

Statistica Neerlandica is currently edited by Miroslav Ristic, Marijtje van Duijn and Nan van Geloven

More articles in Statistica Neerlandica from Netherlands Society for Statistics and Operations Research
Bibliographic data for series maintained by Wiley Content Delivery ().