Two multivariate online change detection models

DOI10.1080/02664763.2020.1815674OpenAlexW3083269654MaRDI QIDQ5861262

Lingzhe Guo, Reza Modarres

Publication date: 4 March 2022

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

Full work available at URL: https://doi.org/10.1080/02664763.2020.1815674

zbMATH Keywords

nonparametricenergy statisticsonline change detectiondepth modelsliding-window algorithm

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15) Applications of statistics (62Pxx)

Uses Software

• energy

Cites Work

• Unnamed Item
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• A Nonparametric Procedure for Process Control Based on Within-Group Ranking
• A Quality Index Based on Data Depth and Multivariate Rank Tests
• Fast and accurate detection of changes in data streams
• A Nonparametric Approach for Multiple Change Point Analysis of Multivariate Data
• Three estimators of the Mahalanobis distance in high-dimensional data
• CONTINUOUS INSPECTION SCHEMES

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