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A change-point problem for $m$-dependent multivariate random field

Authors :
Makogin, Vitalii
Nguyen, Duc
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.

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.2406.19282
Document Type :
Working Paper