On Testing for a Change-Point in Variance of Normal Distribution

Bhatti, M. Ishaq; Wang, Jinglong

doi:10.1002/1521-4036(200012)42:8<1021::aid-bimj1021>3.0.co;2-e

Cited by 9 publications

(3 citation statements)

References 31 publications

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“…If H 0 is rejected, the next step is to estimate the parameters of the change: * , k * , m * , σ and τ . It is well known that the variance of a random variable X with known mean µ is a mean of a random variable (X − µ) 2 and so change-point in variance problem can be solved using the methods for change-point in mean problem. Nevertheless testing for a change in variance of observations received particular interest.…”

Section: Introductionmentioning

confidence: 99%

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Testing for a changed segment in variance with application

Zuokas

2023

LMR

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Section: Introductionmentioning

confidence: 99%

“…Parametric model with ε i being distributed normally was extencively analyzed in Chapter 2.2 of [1]. Bhatti and Wang [2] by the means of numerical simulations compared empirical power of representative five test statistics for this problem. See also references therein.…”

Section: Introductionmentioning

confidence: 99%

Testing for a changed segment in variance with application

Zuokas

2023

LMR

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“…For example, Kings philosophy of optimal testing of econometrics models see King, (1983), King and McAleer (1987), King and Wu (1990). Bhatti (1995Bhatti ( , 1996Bhatti ( , 1997Bhatti ( , 1999Bhatti ( , 2000Bhatti ( , 2001Bhatti ( , 2001aBhatti ( , 2002) constructed unified models in capturing complex survey's effects and using Kings optimal testing procedures to detect these effects in improving statistical inference on these selected models. Moreover, Ullah et al (1998Ullah et al ( , 2000Ullah et al ( , 2001) also proposed new techniques in modeling complex surveys.…”

Section: Introductionmentioning

confidence: 99%

Recent development in econometric analysis of model selection

Hossain

Bhatti

2003

Managerial Finance

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Access to this document was granted through an Emerald subscription provided by emerald-srm:448207 [] For AuthorsIf you would like to write for this, or any other Emerald publication, then please use our Emerald for Authors service information about how to choose which publication to write for and submission guidelines are available for all. Please visit www.emeraldinsight.com/authors for more information. About Emerald www.emeraldinsight.comEmerald is a global publisher linking research and practice to the benefit of society. The company manages a portfolio of more than 290 journals and over 2,350 books and book series volumes, as well as providing an extensive range of online products and additional customer resources and services.Emerald is both COUNTER 4 and TRANSFER compliant. The organization is a partner of the Committee on Publication Ethics (COPE) and also works with Portico and the LOCKSS initiative for digital archive preservation. AbstractThis paper briefly introduces the concept of model selection, reviews recent development in the area of econometric analysis of model selection and addresses some of the crucial issues that are being faced by researchers in their routine research problems. The paper emphasizes on the importance of model selection, particularly the information criteria and penalty functions based model selection procedures which are useful for economists and finance researchers.

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Change Point Methods in Genetics

Chen¹

2010

Encyclopedia of Statistical Sciences

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In this review article, recent applications of change point methods in genetics will be discussed. The latest advances in bio‐technology have provided new tools for scientists to carry out health and life science research. The array, or microarray, technology has made it possible to simultaneously quantify expression patterns of thousands or hundreds of thousands of genes in various cell lines, tissues, and conditions. The resulting datasets from various experiments using microarray technology are of high‐throughput and cast challenges to data analysts. Specifically, to study the genetic reasons of tumor growth, cancer formation, and genetic diseases, geneticists can now use microarray technology to conduct DNA copy number experiments to obtain gene positions, log base 2 ratio intensities, and DNA copy numbers along the genome. It turns out that identifying loci of DNA copy number variations along the chromosome or genome can be viewed as a change point problem of detecting the changes presented in the sequence of log ratio intensities. The author will discuss the background of DNA copy number experiments, especially the experiments using the array comparative genomic hybridization (aCGH) technique, the resulting aCGH data, and the appropriate change point methods that can be used to analyze the aCGH data. Several applications of the change point methods to the analysis of fibroblast cell line data, the breast tumor data, and the breast cancer data will be given.

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On Testing for a Change-Point in Variance of Normal Distribution

Cited by 9 publications

References 31 publications

Testing for a changed segment in variance with application

Testing for a changed segment in variance with application

Recent development in econometric analysis of model selection

Change Point Methods in Genetics

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