Change-point detection in multinomial data using phi-divergence test statistics

DOI10.1016/J.JMVA.2013.03.008MaRDI QIDQ391620zbMATH OpenOpenAlexFDO

Authors Leandro Pardo, Lajos Horváth, A. Batsidis, N. Martín, K. Zografos

Publication date 10 January 2014

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2013.03.008

zbMATH Keywords

multinomial sampling

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Parametric hypothesis testing (62F03) Nonparametric hypothesis testing (62G10) Monte Carlo methods (65C05) Asymptotic distribution theory in statistics (62E20)

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Cites work

• scientific article; zbMATH DE number 3766903 (Why is no real title available?)
• scientific article; zbMATH DE number 1048663 (Why is no real title available?)
• scientific article; zbMATH DE number 1485432 (Why is no real title available?)
• scientific article; zbMATH DE number 819203 (Why is no real title available?)
• scientific article; zbMATH DE number 2221907 (Why is no real title available?)
• scientific article; zbMATH DE number 3057161 (Why is no real title available?)
• Fitting multiple change-point models to data
• Goodness-of-fit statistics for discrete multivariate data
• Inference about the change-point in a sequence of binomial variables
• K-Sample Analogues of the Kolmogorov-Smirnov and Cramer-V. Mises Tests
• On the rate of approximations for maximum likelihood tests in change-point models
• The changepoint problem in a multinomial sequence
• The limit distributions of likelihood ratio and cumulative sum tests for a change in a binomial probability

Cited in

(8)

• Detection of changes of a multinomial process where the probability structure before and after the change is unknown
• Change-point detection in multinomial data with a large number of categories
• Test for parameter change in the presence of outliers: the density power divergence-based approach
• -divergence based procedure for parametric change-point problems
• scientific article; zbMATH DE number 819203 (Why is no real title available?)
• Extensions of some classical methods in change point analysis
• Robust test for structural instability in dynamic factor models
• Comments on: ``Extensions of some classical methods in change point analysis

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