TY  - JOUR
AU  - Batsidis, Apostolos
AU  - Martin, N.
AU  - Pardo Llorente, Leandro
AU  - Zografos, Konstantinos
PY  - 2016
DO  - 10.1007/s11009-014-9398-3
SN  - 1387-5841
UR  - https://hdl.handle.net/20.500.14352/24402
T2  - Methodology and Computing in Applied Probability
AB  - This paper studies the change-point problem for a general parametric, univariate or multivariate family of distributions. An information theoretic procedure is developed which is based on general divergence measures for testing the hypothesis of the...
LA  - eng
M2  - 21
PB  - Springer
KW  - Change-point
KW  - Information criterion
KW  - Divergence
KW  - Wald test-statistic
KW  - General distributions
TI  - phi-Divergence Based Procedure for Parametric Change-Point Problems
TY  - journal article
VL  - 18
ER  -