Asymptotic behaviour of a test statistic for detection of change in mean of vectors
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21110%2F10%3A00169650" target="_blank" >RIV/68407700:21110/10:00169650 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Asymptotic behaviour of a test statistic for detection of change in mean of vectors
Original language description
The paper gives an asymptotic distribution of a test statistic for detecting a change in a mean of random vectors with dependent components. The studied test statistic has a form of a maximum of a square Euclidean norms of vectors with components being standardized partial cumulative sums of deviations from means.
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GA201%2F09%2F0755" target="_blank" >GA201/09/0755: Modelling nonhomogeneous time series</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2010
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Journal of Statistical Planning and Inference
ISSN
0378-3758
e-ISSN
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Volume of the periodical
140
Issue of the periodical within the volume
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Country of publishing house
NL - THE KINGDOM OF THE NETHERLANDS
Number of pages
10
Pages from-to
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UT code for WoS article
000272635800003
EID of the result in the Scopus database
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