The limit distributions of likelihood ratio and cumulative sum tests for a change in a binomial probability
type: Item
instance of: scholarly article
title: The limit distributions of likelihood ratio and cumulative sum tests for a change in a binomial probability
zbMATH Open document ID: 0688.62018
DOI: 10.1016/0047-259X(89)90057-2
author: Lajos Horváth
published in: Journal of Multivariate Analysis
publication date: 1989-01-01T00:00:00Z
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 4128231
zbMATH Keywords: Brownian bridge
zbMATH Keywords: change point
zbMATH Keywords: extreme value distribution
zbMATH Keywords: Gumbel distribution
zbMATH Keywords: double exponential distribution
zbMATH Keywords: cumulative sums tests
zbMATH Keywords: centralizing
zbMATH Keywords: normalizing sequences
zbMATH Keywords: likelihood ratio test
MaRDI profile type: Publication
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cites work: An approximation of partial sums of independent RV's, and the sample DF. II
cites work: A Non-Parametric Approach to the Change-Point Problem
cites work: A Bayesian approach to inference about a change-point in a sequence of random variables
cites work: The power of likelihood ratio and cumulative sum tests for a change in a binomial probability
cites work: Q4749042
full work available at URL: 0047-259x(89)90057-2
OpenAlex ID: W2073166362
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description: scientific article; zbMATH DE number 4128231