Multivariate changepoint problem

MaRDI QIDQ1407467zbMATH OpenFDO

Authors Sivanandan Balakumar

Publication date 4 February 2004

Published in Missouri Journal of Mathematical Sciences (Search for Journal in Brave)

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15)

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(8)

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• Robust multivariate change point analysis based on data depth
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• A general procedure for change-point detection in multivariate time series

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