Sequential change-point detection in a multinomial logistic regression model

DOI10.1515/MATH-2020-0037MaRDI QIDQ2053415zbMATH OpenOpenAlexFDO

Authors Fuxiao Li, Zhanshou Chen, Yanting Xiao

Publication date 29 November 2021

Published in Open Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1515/math-2020-0037

zbMATH Keywords

categorical time seriesmultinomial logistic regression modelpartial likelihood score processsequential change-point detection

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Generalized linear models (logistic models) (62J12) Sequential statistical analysis (62L10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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• Retrospective change detection in categorical time series
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Cites work

• Change detection in autoregressive time series
• Change-point detection in multinomial data with a large number of categories
• Detection of structural changes in generalized linear models
• scientific article; zbMATH DE number 1808197 (Why is no real title available?)
• scientific article; zbMATH DE number 48904 (Why is no real title available?)
• scientific article; zbMATH DE number 1048663 (Why is no real title available?)
• scientific article; zbMATH DE number 1447423 (Why is no real title available?)
• Modified procedures for change point monitoring in linear models
• Monitoring changes in linear models
• Monitoring changes in the error distribution of autoregressive models based on Fourier methods
• Monitoring distributional changes of squared residuals in GARCH models
• Monitoring parameter change in AR\((p)\) time series models
• Monitoring parameter change in time series models
• Monitoring Structural Change
• Monitoring Structural Changes in Generalized Linear Models
• Nonparametric maximum likelihood approach to multiple change-point problems
• Regression theory for categorical time series
• Retrospective change detection for binary time series models
• Retrospective change detection in categorical time series
• Sequential change-point detection based on nearest neighbors
• Structural changes in autoregressive models for binary time series

Cited in

(5)

• Change-point detection in multinomial data with a large number of categories
• A variable selection approach to multiple change-points detection with ordinal data
• Retrospective change detection for binary time series models
• Estimation of structural change in multinomial logistic regression model
• Retrospective change detection in categorical time series

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Uses Software

• cpm
• astsa

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