Abstract
In Chapter 2, we have discussed the inference about change point(s) for univariate normal model under different situations. In this chapter, we are going to investigate change point(s) problems when the underlying distribution is multivariate normal distribution.
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© 2000 Springer Science+Business Media New York
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Chen, J., Gupta, A.K. (2000). Multivariate Normal Model. In: Parametric Statistical Change Point Analysis. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4757-3131-6_3
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DOI: https://doi.org/10.1007/978-1-4757-3131-6_3
Publisher Name: Birkhäuser, Boston, MA
Print ISBN: 978-1-4757-3133-0
Online ISBN: 978-1-4757-3131-6
eBook Packages: Springer Book Archive