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Change-Point Detection in a High-Dimensional Multinomial Sequence Based on Mutual Information
Time-series data often have an abrupt structure change at an unknown location. This paper proposes a new statistic to test the existence of a change-point in a multinomial sequence, where the number of categories is comparable with the sample size as it tends to infinity. To construct this statistic...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
MDPI
2023
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9955467/ https://www.ncbi.nlm.nih.gov/pubmed/36832721 http://dx.doi.org/10.3390/e25020355 |