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A change-point problem for $m$-dependent multivariate random field
- Publication Year :
- 2024
-
Abstract
- In this paper, we consider a change-point problem for a centered, stationary and $m$-dependent multivariate random field. Under the distribution free assumption, a change-point test using CUSUM statistic is proposed to detect anomalies within a multidimensional random field, controlling the false positive rate as well as the Family-Wise Error in the multiple hypotheses testing context.
- Subjects :
- Mathematics - Statistics Theory
Mathematics - Probability
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.2406.19282
- Document Type :
- Working Paper