RT Journal Article
T1 ϕ-Divergence Based Procedure for Parametric Change-Point Problems
A1 Batsidis, Apostolos
A1 Martin, N.
A1 Pardo Llorente, Leandro
A1 Zografos, K.
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 existence of a change. For comparing the exact sizes of the new test-statistic using the criterion proposed in Dale (J R Stat Soc B 48–59, 1986), a simulation study is performed for the special case of exponentially distributed random variables. A complete study of powers of the test-statistics and their corresponding relative local efficiencies, is also considered.
PB Springer
SN 1387-5841
YR 2016
FD 2016
LK https://hdl.handle.net/20.500.14352/24491
UL https://hdl.handle.net/20.500.14352/24491
LA eng
DS Docta Complutense
RD 6 may 2024