Showing 1 - 2 of 2
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...
Persistent link: https://www.econbiz.de/10011042090
Persistent link: https://www.econbiz.de/10008486789