Robust multivariate change point analysis based on data depth

DOI10.1002/CJS.11541MaRDI QIDQ5094340zbMATH OpenOpenAlexFDO

Authors Shojaeddin Chenouri, Ahmad Mozaffari, Gregory Rice

Publication date 2 August 2022

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

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

zbMATH Keywords

change point detectionCUSUMdata depth

Mathematics Subject Classification ID

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

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Cited in

(4)

• Homogeneity and change-point detection tests for multivariate data using rank statistics
• Robust nonparametric hypothesis tests for differences in the covariance structure of functional data
• Bayesian multiple change point detection in the presence of outliers and its application to the magnitude-frequency distributions
• Change point detection in high dimensional covariance matrix using Pillai's statistics

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