Detecting change point for a sequence of random vectors under nonnormality

DOI10.1515/ROSE.2000.8.2.127zbMATH Open0955.62059OpenAlexW2020377127MaRDI QIDQ4516137FDOQ4516137

Authors: Jie Chen, Arjun K. Gupta 

Publication date: 27 November 2000

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose.2000.8.2.127

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zbMATH Keywords

change pointrandom vectorslikelihood procedure

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Cited In (9)

• Likelihood procedure for testing change point hypothesis for multivariate Gaussian model
• Multivariate changepoint problem
• Title not available (Why is that?)
• Asymptotic behaviour of a test statistic for detection of change in mean of vectors
• Estimating non-simultaneous changes in the mean of vectors
• Detecting non-simultaneous changes in means of vectors
• Robustness of the likelihood ratio test for detection and estimation of a mean change point in a sequence of elliptically contoured observations
• Statistical inference of covariance change points in gaussian model
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