Comments on: Extensions of some classical methods in change point analysis
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s11749-014-0372-8.pdf
Reference15 articles.
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2. Basu A, Shioya H, Park C (2011) Statistical inference: the minimum distance approach. Chapman & Hall/CRC, Boca Raton
3. Basu A, Mandal A, Martín N, Pardo L (2013) Testing statistical hypotheses based on the density power divergence. Ann Inst Stat Math 65:319–348
4. Batsidis A, Horváth L, Martín N, Pardo L, Zografos K (2013) Change-point detection in multinomial data using phi-divergence test statistics. J Multivar Anal 118:53–66
5. Batsidis A, Martín N, Pardo L, Zografos K (2014) Phi-divergence based procedure for parametric change-point problems. Methodol Comput Appl Probabl. doi: 10.1007/s11009-014-9398-3
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1. Robust Change Point Test for General Integer-Valued Time Series Models Based on Density Power Divergence;Entropy;2020-04-24
2. A new toolkit for robust distributional change detection;Applied Stochastic Models in Business and Industry;2018-07-12
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