Multivariate Normal Model

  • Jie Chen
  • A. K. Gupta


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.


Change Point Null Distribution Iterate Logarithm Vector Change Unknown Position 
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Copyright information

© Springer Science+Business Media New York 2000

Authors and Affiliations

  • Jie Chen
    • 1
  • A. K. Gupta
    • 2
  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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