Change-point detection of the Kumaraswamy skew-t distribution based on modified information criterion.

IF 1.1 4区数学 Q2 STATISTICS & PROBABILITY

Journal of Applied Statistics Pub Date : 2024-11-22 eCollection Date: 2025-01-01 DOI:10.1080/02664763.2024.2431743

Jun Wang, Wei Ning

引用次数: 0

Abstract

In this paper, we study the change-point problem of the Kumaraswamy skew-t distribution. An approach based on the modified information criterion is proposed to detect the changes of the parameters of this distribution. Simulations have been conducted to investigate the performance of the proposed method. The proposed method is applied to real data to illustrate the detection procedure.

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基于改进信息准则的库马拉斯瓦米偏t分布变点检测。

本文研究了Kumaraswamy偏t分布的变点问题。提出了一种基于改进信息准则的方法来检测该分布参数的变化。通过仿真研究了该方法的性能。通过对实际数据的分析，说明了该方法的检测过程。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Journal of Applied Statistics 数学-统计学与概率论

CiteScore

3.40

自引率

0.00%

发文量

126

审稿时长

6 months

期刊介绍： Journal of Applied Statistics provides a forum for communication between both applied statisticians and users of applied statistical techniques across a wide range of disciplines. These areas include business, computing, economics, ecology, education, management, medicine, operational research and sociology, but papers from other areas are also considered. The editorial policy is to publish rigorous but clear and accessible papers on applied techniques. Purely theoretical papers are avoided but those on theoretical developments which clearly demonstrate significant applied potential are welcomed. Each paper is submitted to at least two independent referees.