تقرير
A change-point problem for $m$-dependent multivariate random field
العنوان: | A change-point problem for $m$-dependent multivariate random field |
---|---|
المؤلفون: | Makogin, Vitalii, Nguyen, Duc |
سنة النشر: | 2024 |
المجموعة: | Mathematics Statistics |
مصطلحات موضوعية: | Mathematics - Statistics Theory, Mathematics - Probability |
الوصف: | 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. |
نوع الوثيقة: | Working Paper |
URL الوصول: | http://arxiv.org/abs/2406.19282 |
رقم الأكسشن: | edsarx.2406.19282 |
قاعدة البيانات: | arXiv |
الوصف غير متاح. |