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Original Articles

The changepoint problem in a multinomial sequence

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Pages 603-618 | Received 01 Apr 1989, Published online: 24 Oct 2007

References

  • Bhattacharya , P.K. 1987 . Maximum Likelihood Estimation of a Changepoint in the Distribution of Independent Random Variables: General Multiparameter Case . Journal of Multivariate Analysis , 23 : 183 – 208 .
  • Bhattacharya , P.K. and Brockwell , P.J. 1976 . The Minimum of an Additive Process with Applications to Signal Estimation and Storage Theory . Z. Wahrscheinlichkeitstheorie Verw. Gebiete , 37 : 51 – 75 .
  • Hinkley , D.V. 1970 . Inference About the Change-point in a Sequence of Random Variables . Biometrika , 57 : 1 – 17 .
  • Hinkley , D.V. and Hinkley , E.A. 1970 . Inference About the Change-point in a Sequence of Binomial Variables . Biometrika , 57 : 477 – 488 .
  • Smith , A.F.M. 1975 . A Bayesian Approach to Inference About a Changepoint in a Sequence of Random Variables . Biometrika , 62 : 407 – 416 .
  • Srivastava , M.S. and Worsley , K.J. 1986 . Likelihood Ratio Tests for a Change in the Multivariate Normal Mean . Journal of the American Statistical Association , 81 : 199 – 204 .
  • Wolfe , D.A. and Yun-Shiow , Chen . The Changepoint Problem in a Multinomial Sequence . Technical Report #416 . Department of Statistics, The Ohio State University .

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