On high-dimensional change point problem (Q525890): Difference between revisions

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-https://doi.org/10.1007/s11425-016-0058-5
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-W2547413149
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+https://doi.org/10.1007/s11425-016-0058-5
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+W2547413149
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+Common breaks in means and variances for panel data
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+Q4882268
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+Q4322338
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+Testing for changes in the covariance structure of linear processes
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+Regularized estimation of large covariance matrices
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+Q5560061
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+Q4836494
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+A two-sample test for high-dimensional data with applications to gene-set testing
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+Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
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+Multiple-Change-Point Detection for High Dimensional Time Series via Sparsified Binary Segmentation
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+Q4348180
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+High-dimensional classification using features annealed independence rules
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+Two-sample behrens-fisher problem for high-dimensional data
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+The maximum likelihood method for testing changes in the parameters of normal observations
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+Change‐point detection in panel data
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+Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
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+Uniform change point tests in high dimension
@@ Property / cites work: Uniform change point tests in high dimension / rank @@
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+Outlier detection for high-dimensional data
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+A test for the mean vector with fewer observations than the dimension
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+Likelihood Ratio Tests for a Change in the Multivariate Normal Mean
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+Isotonic regression: Another look at the changepoint problem
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