Multivariate Normal Model

Jie Chen and A. K. Gupta
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Jie Chen: University of Missouri-Kansas City, Department of Mathematics and Statistics
A. K. Gupta: Bowling Green State University, Department of Mathematics and Statistics

Chapter Chapter 3 in Parametric Statistical Change Point Analysis, 2000, pp 65-110 from Springer

Abstract: Abstract In Chapter 2, we have discussed the inference about change point(s) for univariate normal model under different situations. In this chapter, we are going to investigate change point(s) problems when the underlying distribution is multivariate normal distribution.

Keywords: Change Point; Null Distribution; Iterate Logarithm; Vector Change; Unknown Position (search for similar items in EconPapers)
Date: 2000
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4757-3131-6_3

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DOI: 10.1007/978-1-4757-3131-6_3

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