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 2000 |
Externally published | Yes |
ASJC Scopus subject areas
- Analysis
- Statistics and Probability