The changepoint problem in a multinomial sequence

DOI10.1080/03610919008812877zbMATH Open0718.62100OpenAlexW2023489231MaRDI QIDQ5750165FDOQ5750165

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

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zbMATH Keywords

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

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (18)

• Change-point detection in multinomial data using phi-divergence test statistics
• Uncertain change-point problem for stochastic sequence
• The changepoint problem in a multinomial sequence
• Change-point detection in multinomial data with a large number of categories
• Title not available (Why is that?)
• Estimation of structural change in multinomial logistic regression model
• Multivariate changepoint problem
• 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
• Changepoint detection in autocorrelated ordinal categorical time series
• Title not available (Why is that?)
• Multiple changepoint detection in categorical data streams
• Sequential change-point detection in a multinomial logistic regression model
• The exact distribution of cusum estimator of a changepoint in a Bernoulli sequence
• Detection of changes of a multinomial process where the probability structure before and after the change is unknown

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