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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
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https://doi.org/10.1111/j.1467-9574.2009.00427.x

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