### 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) |
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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 |

### ASJC Scopus subject areas

- Analysis
- Statistics and Probability

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## Cite this

Chen, J., & Gupta, A. K. (2000). Detecting change point for a sequence of random vectors under nonnormality.

*Random Operators and Stochastic Equations*,*8*(2), 127-142.