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Title:
Detection of Heterogeneity in Three-Dimensional Data Sequences: Algorithm and Applications
Creator:
Evgueni A. Haroutunian ; Irina A. Safaryan ; Aram R. Nazaryan ; Narine S. Harutyunyan
Subject:
Uncontrolled Keywords:
Change-point problem ; Rank score test ; Threshold copula ; Cut-point selection method.
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Abstract:
We present a nonparametric algorithm which allows reducing the investigations of changes of the joint distribution of chronologically ordered multidimensional random sequence to the investigations of some one-dimensional conditional distributions. The algorithm is implemented with the statistical software package R. The action of the program is demonstrated on applications.