Testing for Change in Mean of Independent Multivariate Observations with Time Varying Covariance

Table 2

Empirical powers (%).

	α	𝑛=30	𝑛=100	𝑛=500
	1%	11.4	81.8	100
Model 3	5%	34.1	92.1	100
	10%	46.9	95.1	100
	1%	3.9	49.8	99.9
Model 4	5%	15.7	71.4	99.9
	10%	29	80.4	100
	1%	1.4	22.7	95.9
Model 5	5%	8.3	44.7	98.4
	10%	15.9	56.5	99.3
	1%	1.4	17.2	94
Model 6	5%	8.5	38.5	97.7
	10%	16.3	51.9	98.7
	1%	0.1	5.3	44.2
Model 7	5%	2.2	16.1	70.0
	10%	5.9	25.5	79.4