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

DOI10.1016/j.jmva.2013.03.008zbMath1277.62122OpenAlexW2018192930MaRDI QIDQ391620

Leandro Pardo, Lajos Horváth, Nirian Martín, Apostolos Batsidis, Konstantinos G. 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

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

Related Items (5)

Test for parameter change in the presence of outliers: the density power divergence-based approach ⋮ Extensions of some classical methods in change point analysis ⋮ Robust test for structural instability in dynamic factor models ⋮ Detection of Changes of a Multinomial Process Where the Probability Structure Before and After the Change Is Unknown ⋮ Comments on: ``Extensions of some classical methods in change point analysis

Cites Work

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• Goodness-of-fit statistics for discrete multivariate data
• The limit distributions of likelihood ratio and cumulative sum tests for a change in a binomial probability
• Fitting multiple change-point models to data
• On the rate of approximations for maximum likelihood tests in change-point models
• K-Sample Analogues of the Kolmogorov-Smirnov and Cramer-V. Mises Tests
• Inference about the change-point in a sequence of binomial variables
• The changepoint problem in a multinomial sequence

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