A change-point problem for $m$-dependent multivariate random field
Statistics Theory
2024-06-28 v1 Probability
Statistics Theory
Abstract
In this paper, we consider a change-point problem for a centered, stationary and -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.
Cite
@article{arxiv.2406.19282,
title = {A change-point problem for $m$-dependent multivariate random field},
author = {Vitalii Makogin and Duc Nguyen},
journal= {arXiv preprint arXiv:2406.19282},
year = {2024}
}