Detecting shifts in functions of multivariate location and covariance parameters (Q1205461)
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scientific article; zbMATH DE number 147340
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| English | Detecting shifts in functions of multivariate location and covariance parameters |
scientific article; zbMATH DE number 147340 |
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Detecting shifts in functions of multivariate location and covariance parameters (English)
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1 April 1993
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weak invariance principle
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union-intersection principle
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monitoring for shifts
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mean vector
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covariance matrix
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quadratic forms in split-sample mean
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covariance estimates
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asymptotic theory of \(U\)-statistics
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Monte Carlo study
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0.8125011324882507
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0.7958760857582092
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0.7920221090316772
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0.7902272343635559
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