The asymptotic distributions of maximum likelihood ratio test and maximally selected \(\chi^2\)-test in binomial observations

DOI10.1016/S0378-3758(97)00049-9zbMath0907.62022MaRDI QIDQ1378760

Lingyun Ma

Publication date: 8 March 1999

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

change-point problemchi-square testlimit distributionsmaximum likelihood ratio test

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Foundations and philosophical topics in statistics (62A01) Asymptotic properties of parametric tests (62F05)

Related Items (1)

Structural changes in autoregressive models for binary time series

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A Non-Parametric Approach to the Change-Point Problem
• The limit distributions of likelihood ratio and cumulative sum tests for a change in a binomial probability
• The power of likelihood ratio and cumulative sum tests for a change in a binomial probability
• A simple cumulative sum type statistic for the change-point problem with zero-one observations
• A Bayesian approach to inference about a change-point in a sequence of random variables
• Inference about the change-point in a sequence of binomial variables
• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time

This page was built for publication: The asymptotic distributions of maximum likelihood ratio test and maximally selected \(\chi^2\)-test in binomial observations