The changepoint problem in a multinomial sequence

DOI10.1080/03610919008812877zbMath0718.62100OpenAlexW2023489231MaRDI QIDQ5750165

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

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

Related Items (4)

Change-point detection in multinomial data using phi-divergence test statistics ⋮ The exact distribution of cusum estimator of a changepoint in a Bernoulli sequence ⋮ The changepoint problem in a multinomial sequence ⋮ Multiple changepoint detection in categorical data streams

Cites Work

• Maximum likelihood estimation of a change-point in the distribution of independent random variables: general multiparameter case
• 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 random variables
• Inference about the change-point in a sequence of binomial variables
• The changepoint problem in a multinomial sequence

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