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)|
|Number of pages||16|
|Journal||Random Operators and Stochastic Equations|
|State||Published - Jan 1 2000|
ASJC Scopus subject areas
- Statistics and Probability