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

2024/06/27 by Vitalii Makogin, Makogin, Vitalii, Duc Ngoc Nguyen +1
Decision Sciences · Mathematics · #FOS: Mathematics #Field (mathematics) #Geometry #Mathematics #Multivariate statistics #Physics #Point (geometry) #Point process #Probability (math.PR) #Probability and Risk Models #Pure mathematics #Random field #Statistical physics #Statistics #Statistics Theory (math.ST)

paper · pdf · doi:10.48550/arxiv.2406.19282

openalex publication_date 2024/06/27 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

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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