### Abstract

In this paper, a sequence of independent m-dimensional random vectors is investigated for a change point in the mean vectors and covariance matrices. The likelihood procedure statistic is obtained, and its asymptotic null distribution under nonnormality is derived.

Original language | English (US) |
---|---|

Pages (from-to) | 127-142 |

Number of pages | 16 |

Journal | Random Operators and Stochastic Equations |

Volume | 8 |

Issue number | 2 |

State | Published - Jan 1 2000 |

Externally published | Yes |

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### ASJC Scopus subject areas

- Analysis
- Statistics and Probability

### Cite this

*Random Operators and Stochastic Equations*,

*8*(2), 127-142.

**Detecting change point for a sequence of random vectors under nonnormality.** / Chen, Jie; Gupta, A. K.

Research output: Contribution to journal › Article

*Random Operators and Stochastic Equations*, vol. 8, no. 2, pp. 127-142.

}

TY - JOUR

T1 - Detecting change point for a sequence of random vectors under nonnormality

AU - Chen, Jie

AU - Gupta, A. K.

PY - 2000/1/1

Y1 - 2000/1/1

N2 - In this paper, a sequence of independent m-dimensional random vectors is investigated for a change point in the mean vectors and covariance matrices. The likelihood procedure statistic is obtained, and its asymptotic null distribution under nonnormality is derived.

AB - In this paper, a sequence of independent m-dimensional random vectors is investigated for a change point in the mean vectors and covariance matrices. The likelihood procedure statistic is obtained, and its asymptotic null distribution under nonnormality is derived.

UR - http://www.scopus.com/inward/record.url?scp=34250205579&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=34250205579&partnerID=8YFLogxK

M3 - Article

AN - SCOPUS:34250205579

VL - 8

SP - 127

EP - 142

JO - Random Operators and Stochastic Equations

JF - Random Operators and Stochastic Equations

SN - 0926-6364

IS - 2

ER -