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. |