کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1145907 1489682 2013 14 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Change-point detection in multinomial data using phi-divergence test statistics
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز عددی
پیش نمایش صفحه اول مقاله
Change-point detection in multinomial data using phi-divergence test statistics
چکیده انگلیسی

We propose two families of maximally selected phi-divergence tests to detect a change in the probability vectors of a sequence of multinomial random variables with possibly different sizes. In addition, the proposed statistics can be used to estimate the location of the change-point. We derive the limit distributions of the proposed statistics under the no change null hypothesis. One of the families has an extreme value limit. The limit of the other family is the maximum of the norm of a multivariate Brownian bridge. We check the accuracy of these limit distributions in case of finite sample sizes. A Monte Carlo analysis shows the possibility of improving the behavior of the test statistics based on the likelihood ratio and chi-square tests introduced in Horváth and Serbinowska [7]. The classical Lindisfarne Scribes problem is used to demonstrate the applicability of the proposed statistics to real life data sets.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 118, July 2013, Pages 53–66
نویسندگان
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