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

Recommendations

• Detecting non-simultaneous changes in means of vectors
• Statistical inference of covariance change points in gaussian model
• A Nonparametric Method in the Change-Point Problem for Multivariate Observations
• scientific article; zbMATH DE number 783420
• Multivariate changepoint problem

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 (6)

• 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
• Statistical inference of covariance change points in gaussian model
• Title not available (Why is that?)

This page was built for publication: Detecting change point for a sequence of random vectors under nonnormality

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4516137)