Two multivariate online change detection models

DOI10.1080/02664763.2020.1815674MaRDI QIDQ5861262zbMATH OpenOpenAlexFDO

Authors 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) Applications of statistics (62Pxx) Hypothesis testing in multivariate analysis (62H15)

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Cites work

• scientific article; zbMATH DE number 3045589 (Why is no real title available?)
• A Nonparametric Procedure for Process Control Based on Within-Group Ranking
• A Quality Index Based on Data Depth and Multivariate Rank Tests
• A nonparametric approach for multiple change point analysis of multivariate data
• CONTINUOUS INSPECTION SCHEMES
• Efficient scalable schemes for monitoring a large number of data streams
• Energy statistics: a class of statistics based on distances
• Fast and accurate detection of changes in data streams
• Hotspot detection with bivariate data
• Lens data depth and median
• Multivariate Generalizations of Cumulative Sum Quality-Control Schemes
• Three estimators of the Mahalanobis distance in high-dimensional data

Cited in

(1)

• Optimal online detection of parameter changes in two linear models

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• energy

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