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Detecting change point for a sequence of random vectors under nonnormality
Jie Chen
, A. K. Gupta
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peer-review
1
Scopus citations
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Mathematics
Non-normality
100%
Change Point
92%
Null Distribution
88%
Random Vector
79%
Covariance matrix
72%
Statistic
70%
Asymptotic distribution
70%
Likelihood
70%