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Sequential Analysis
Design Methods and Applications
Volume 33, 2014 - Issue 4
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Original Articles

An Information-Based Approach to the Change-Point Problem of the Noncentral Skew t Distribution with Applications to Stock Market Data

Abeer Hasan Department of Mathematics, Humboldt State University, California, USA
,
Wei Ning Department of Mathematics and Statistics, Bowling Green State University, Ohio, USACorrespondence[email protected]
&
Arjun K. Gupta Department of Mathematics and Statistics, Bowling Green State University, Ohio, USA
Pages 458-474 | Received 04 Nov 2013, Accepted 03 Jul 2014, Published online: 22 Oct 2014

Citations (6)

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Read on this site (2)

Tianping Wang, Weizhong Tian & Wei Ning. (2022) Likelihood ratio test change-point detection in the skew slash distribution. Communications in Statistics - Simulation and Computation 51:9, pages 5068-5080.
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Weizhong Tian & Yaoting Yang. (2022) Change point analysis for weighted exponential distribution. Communications in Statistics - Simulation and Computation 0:0, pages 1-13.
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Articles from other publishers (4)

Mei Li, Yubin Tian & Wei Ning. (2023) Modified information criterion for detecting changes in skew slash distribution. Random Operators and Stochastic Equations 0:0.
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Suthakaran Ratnasingam & Wei Ning. (2020) Confidence Distributions for Skew Normal Change-Point Model Based on Modified Information Criterion. Journal of Statistical Theory and Practice 14:3.
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Khamis K. Said, Wei Ning & Yubin Tian. (2019) Modified information criterion for testing changes in skew normal model. Brazilian Journal of Probability and Statistics 33:2.
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Sepehr Maleki, Chris Bingham & Yu Zhang. (2016) Development and Realization of Changepoint Analysis for the Detection of Emerging Faults on Industrial Systems. IEEE Transactions on Industrial Informatics 12:3, pages 1180-1187.
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