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Change point detection in scale family distributions
Author(s) -
Habibi Reza
Publication year - 2009
Publication title -
statistica neerlandica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.52
H-Index - 39
eISSN - 1467-9574
pISSN - 0039-0402
DOI - 10.1111/j.1467-9574.2009.00427.x
Subject(s) - scale (ratio) , mathematics , statistic , scale parameter , change detection , test statistic , variance (accounting) , statistics , point (geometry) , data set , set (abstract data type) , distribution (mathematics) , statistical hypothesis testing , mathematical analysis , computer science , artificial intelligence , geography , cartography , geometry , accounting , business , programming language
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.