Pattern Recognition and Machine Learning, Christopher M. Bishop, 2006 (Springer) - Provides a comprehensive statistical treatment of multivariate distributions, density estimation, Mahalanobis distance, and Principal Component Analysis (PCA), forming a foundation for multivariate drift detection.
Drift Detection in Data Streams, Joana P. Costa, Raquel P. da Silva, Marília E. A. Costa, 2018ACM Computing Surveys, Vol. 51 (Association for Computing Machinery)DOI: 10.1145/3209536 - A comprehensive survey of data drift detection methods, including discussions on multivariate techniques, their challenges, and various statistical approaches.