Missouri Journal of Mathematical Sciences
- Missouri J. Math. Sci.
- Volume 14, Issue 3 (2002), 186-195.
Multivariate Changepoint Problem
Procedures for detecting a changepoint in a sequence of $N$ random $p$-vectors, when there is a location or a scale change are considered. An extension of such procedures for the case of simultaneous occurrence of location and scale changes is carried out. The asymptotic distributions of the proposed statistics under the null hypothesis, in two different changepoint models are obtained.
Missouri J. Math. Sci., Volume 14, Issue 3 (2002), 186-195.
First available in Project Euclid: 4 October 2019
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Balakumar, Sivanandan. Multivariate Changepoint Problem. Missouri J. Math. Sci. 14 (2002), no. 3, 186--195. doi:10.35834/2002/1403186. https://projecteuclid.org/euclid.mjms/1570154553