Batsidis, ApostolosMartin, N.Pardo Llorente, LeandroZografos, Konstantinos2023-06-182023-06-182016-031387-584110.1007/s11009-014-9398-3https://hdl.handle.net/20.500.14352/24402This 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.engjournal articlehttp://link.springer.com/article/10.1007/s11009-014-9398-3http://www.springer.com/restricted access519.2Change-pointInformation criterionDivergenceWald test-statisticGeneral distributionsEstadística matemática (Matemáticas)1209 Estadística