Multivariate Normal Model



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 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

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

Personalised recommendations