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

Vitalii Makogin; Duc Nguyen

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arXiv · 2406.19282

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

Vitalii Makogin·Duc Nguyen

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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.

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Vitalii Makogin, Duc Nguyen. 2024-06-27. A change-point problem for $m$-dependent multivariate random field. https://arxiv.org/abs/2406.19282

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