Robust multivariate change point analysis based on data depth

DOI10.1002/CJS.11541zbMath1492.62100OpenAlexW3009445160MaRDI QIDQ5094340

Gregory Rice, Shojaeddin Chenouri, Ahmad Mozaffari

Publication date: 2 August 2022

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cjs.11541

zbMATH Keywords

CUSUMdata depthchange point detection

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Applications of statistics to environmental and related topics (62P12) Nonparametric estimation (62G05) Hypothesis testing in multivariate analysis (62H15)

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