Batsidis, A.; Horváth, L.; Martín, N.; Pardo, L.; … - In: Journal of Multivariate Analysis 118 (2013) C, pp. 53-66
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...