Sequential change-point detection in a multinomial logistic regression model
Change-point detection in categorical time series has recently gained attention as statistical models incorporating change-points are common in practice, especially in the area of biomedicine. In this article, we propose a sequential change-point detection procedure based on the partial likelihood s...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
De Gruyter
2020-07-01
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| Series: | Open Mathematics |
| Subjects: | |
| Online Access: | http://www.degruyter.com/view/j/math.2020.18.issue-1/math-2020-0037/math-2020-0037.xml?format=INT |