Detecting non-simultaneous changes in means of vectors
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Publication:905099
DOI10.1007/s11749-015-0429-3zbMath1329.62097OpenAlexW2115084242MaRDI QIDQ905099
Publication date: 14 January 2016
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11749-015-0429-3
asymptotic distributionextremes of \(\chi^2\) random fieldslog-likelihood ratio test statisticsmultiple change point detectionnon-simultaneous changes
Related Items (5)
Estimating non-simultaneous changes in the mean of vectors ⋮ Extremes and limit theorems for difference of chi-type processes ⋮ The extremes of dependent chi-processes attracted by the Brown-Resnick process ⋮ Extremes of stationary random fields on a lattice ⋮ Comparison Inequalities for Order Statistics of Gaussian Arrays
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