Multivariate Normal Model

  • Jie Chen
  • Arjun K. Gupta


In Chapter 2, we have discussed the inferences about change point(s) for a univariate normal model in different situations. In this chapter, we investigate change point(s) problems when the underlying distribution is a multivariate normal distribution.


Change Point Multivariate Normal Distribution Return Series Vector Change Asymptotic Null Distribution 
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Copyright information

© Springer Science+Business Media, LLC 2012

Authors and Affiliations

  1. 1.Department of Mathematics and StatisticsUniversity of Missouri-Kansas CityKansas CityUSA
  2. 2.Department of Mathematics and StatisticsBowling Green State UniversityBowling GreenUSA

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