Testing for change in mean of independent multivariate observations with time varying covariance

DOI10.1155/2012/969753zbMath1233.62101OpenAlexW2086425734WikidataQ58911008 ScholiaQ58911008MaRDI QIDQ764447

Mohamed Boutahar

Publication date: 13 March 2012

Published in: Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2012/969753

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15)

Cites Work

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