A change-point problem for $m$-dependent multivariate random field
Fuente:
arXiv
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| Autori principali: | , |
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| Natura: | Preprint |
| Pubblicazione: |
2024
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| _version_ | 1866914850647572480 |
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| author | Makogin, Vitalii Nguyen, Duc |
| author_facet | Makogin, Vitalii Nguyen, Duc |
| contents | 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2406_19282 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | A change-point problem for $m$-dependent multivariate random field Makogin, Vitalii Nguyen, Duc Statistics Theory Probability 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. |
| title | A change-point problem for $m$-dependent multivariate random field |
| topic | Statistics Theory Probability |
| url | https://arxiv.org/abs/2406.19282 |