Change-point detection in multinomial data using phi-divergence test statistics

Phi-divergence Test Statistics in Multinomial Sampling for Hierarchical Sequences of Loglinear Models with Linear Constraints

We consider nested sequences of hierarchical loglinear models when expected frequencies are subject to linear constraints and we study the problem of finding the model in the the nested sequence that is able to explain more clearly the given data. It will be necessary to give a method to estimate the parameters of the loglinear models and also a procedure to choose the best model among the mode...

Minimum Phi-Divergence Estimators and Phi-Divergence Test Statistics in Contingency Tables with Symmetry Structure: An Overview

In the last years minimum phi-divergence estimators (MφE) and phi-divergence test statistics (φTS) have been introduced as a very good alternative to classical likelihood ratio test and maximum likelihood estimator for different statistical problems. The main purpose of this paper is to present an overview of the main results presented until now in contingency tables with symmetry structure on ...

Wald type and phi-divergence based test-statistics for isotonic binomial proportions

Empirical phi-divergence test statistics for testing simple and composite null hypotheses

The main purpose of this paper is to introduce first a new family of empirical test statistics for testing a simple null hypothesis when the vector of parameters of interest are defined through a specific set of unbiased estimating functions. This family of test statistics is based on a distance between two probability vectors, with the first probability vector obtained by maximizing the empiri...

Homogeneity and change-point detection tests for multivariate data using rank statistics

Detecting and locating changes in highly multivariate data is a major concern in several current statistical applications. In this context, the first contribution of the paper is a novel non-parametric two-sample homogeneity test for multivariate data based on the well-known Wilcoxon rank statistic. The proposed two-sample homogeneity test statistic can be extended to deal with ordinal or censo...