The changepoint problem in a multinomial sequence

DOI10.1080/03610919008812877MaRDI QIDQ5750165zbMATH OpenOpenAlexFDO

Authors Douglas A. Wolfe, Yun-Shiow Chen

Publication date 1990

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610919008812877

zbMATH Keywords

Monte Carlo simulationat most one changepoint (AMOC) problemmultinomial random variables

Mathematics Subject Classification ID

Point estimation (62F10) Estimation in multivariate analysis (62H12)

Recommendations

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Cites work

• 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
• Inference about the change-point in a sequence of random variables
• Likelihood Ratio Tests for a Change in the Multivariate Normal Mean
• Maximum likelihood estimation of a change-point in the distribution of independent random variables: general multiparameter case
• The changepoint problem in a multinomial sequence
• The minimum of an additive process with applications to signal estimation and storage theory

Cited in

(18)

• Change-point detection in multinomial data using phi-divergence test statistics
• Detection of changes of a multinomial process where the probability structure before and after the change is unknown
• Uncertain change-point problem for stochastic sequence
• Change-point detection in multinomial data with a large number of categories
• The changepoint problem in a multinomial sequence
• scientific article; zbMATH DE number 819203 (Why is no real title available?)
• Multivariate changepoint problem
• Estimation of structural change in multinomial logistic regression model
• On detecting change in likelihood ratio ordering
• Multiple Change Points and Alternating Segments in Binary Trials with Dependence
• Change-point estimation in a multinomial sequence and homogeneity of literary style
• The multiple change-points problem for the spectral distribution
• Change-points in stochastic ordering
• Multiple changepoint detection in categorical data streams
• Changepoint detection in autocorrelated ordinal categorical time series
• scientific article; zbMATH DE number 838663 (Why is no real title available?)
• Sequential change-point detection in a multinomial logistic regression model
• The exact distribution of cusum estimator of a changepoint in a Bernoulli sequence

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