Robustness of the likelihood ratio test for detection and estimation of a mean change point in a sequence of elliptically contoured observations
| dc.contributor.author | Batsidis, A. | en |
| dc.date.accessioned | 2015-11-24T17:27:52Z | |
| dc.date.available | 2015-11-24T17:27:52Z | |
| dc.identifier.issn | 0233-1888 | - |
| dc.identifier.uri | https://olympias.lib.uoi.gr/jspui/handle/123456789/13464 | |
| dc.rights | Default Licence | - |
| dc.subject | change point | en |
| dc.subject | elliptically contoured distributions | en |
| dc.subject | likelihood-ratio criteria | en |
| dc.subject | invariant | en |
| dc.subject | maximum-likelihood estimators | en |
| dc.subject | linear-regression | en |
| dc.subject | stock-prices | en |
| dc.subject | distributions | en |
| dc.subject | models | en |
| dc.title | Robustness of the likelihood ratio test for detection and estimation of a mean change point in a sequence of elliptically contoured observations | en |
| heal.abstract | The likelihood ratio test (LRT) for testing a mean change after an unknown point in a sequence of n uncorrelated p-dimensional elliptically contoured distributed observations is established. It is shown that the LRT has the same form as well as null distribution as in the multivariate normal case. | en |
| heal.access | campus | - |
| heal.fullTextAvailability | TRUE | - |
| heal.identifier.primary | Doi 10.1080/02331880902758029 | - |
| heal.identifier.secondary | <Go to ISI>://000277726900002 | - |
| heal.identifier.secondary | http://www.tandfonline.com/doi/pdf/10.1080/02331880902758029 | - |
| heal.journalName | Statistics | en |
| heal.journalType | peer reviewed | - |
| heal.language | en | - |
| heal.publicationDate | 2010 | - |
| heal.publisher | Taylor & Francis | en |
| heal.recordProvider | Πανεπιστήμιο Ιωαννίνων. Σχολή Θετικών Επιστημών. Τμήμα Μαθηματικών | el |
| heal.type | journalArticle | - |
| heal.type.el | Άρθρο Περιοδικού | el |
| heal.type.en | Journal article | en |
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