Batsidis, Apostolos; Martín, Nirian; Pardo, Leandro; … - Departamento de Estadistica, Universidad Carlos III de … - 2011
We propose two families of maximally selected phi-divergence tests for studying change point locations when the unknown probability vectors of a sequence of multinomial random variables, with possibly different sizes, are piecewise constant. In addition, these test-statistics are valid to...