A robust bootstrap change point test for high-dimensional location parameter
From MaRDI portal
Publication:2136637
DOI10.1214/21-EJS1915zbMath1493.62148arXiv1904.03372OpenAlexW2928682210MaRDI QIDQ2136637
Publication date: 11 May 2022
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1904.03372
Nonparametric robustness (62G35) Bootstrap, jackknife and other resampling methods (62F40) Approximations to statistical distributions (nonasymptotic) (62E17)
Related Items
Central limit theorems for high dimensional dependent data, Robust inference for change points in high dimension
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A Kernel Multiple Change-point Algorithm via Model Selection
- Nonparametric multiple change-point estimation for analyzing large Hi-C data matrices
- Change-point detection in panel data via double CUSUM statistic
- Sequential multi-sensor change-point detection
- A Non-Parametric Approach to the Change-Point Problem
- Detecting and estimating changes in dependent functional data
- Wild binary segmentation for multiple change-point detection
- Common breaks in means and variances for panel data
- The maximum likelihood method for testing changes in the parameters of normal observations
- Hanson-Wright inequality and sub-Gaussian concentration
- Uniform change point tests in high dimension
- Estimation of a change-point in the mean function of functional data
- A tail inequality for suprema of unbounded empirical processes with applications to Markov chains
- Break detection in the covariance structure of multivariate time series models
- Invariance principles for changepoint problems
- Testing for changes in multivariate dependent observations with an application to temperature changes
- Rates of convergence for U-statistic processes and their bootstrapped versions
- High dimensional efficiency with applications to change point tests
- Simultaneous multiple change-point and factor analysis for high-dimensional time series
- Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications
- Multiple change-point detection: a selective overview
- Weak convergence and empirical processes. With applications to statistics
- Evaluating stationarity via change-point alternatives with applications to fMRI data
- Nonparametric tests for change-point detection à la Gombay and Horváth
- Minimax rates in sparse, high-dimensional change point detection
- Jackknife multiplier bootstrap: finite sample approximations to the \(U\)-process supremum with applications
- Estimating piecewise monotone signals
- Randomized incomplete \(U\)-statistics in high dimensions
- High-dimensional change-point detection under sparse alternatives
- Comparison and anti-concentration bounds for maxima of Gaussian random vectors
- Studentized \(U\)-quantile processes under dependence with applications to change-point analysis
- Central limit theorems and bootstrap in high dimensions
- Asymptotic Statistics
- Oracle Estimation of a Change Point in High-Dimensional Quantile Regression
- High Dimensional Change Point Estimation via Sparse Projection
- Finite Sample Change Point Inference and Identification for High-Dimensional Mean Vectors
- Multiple-Change-Point Detection for High Dimensional Time Series via Sparsified Binary Segmentation
- Inference for Multiple Change Points in Time Series via Likelihood Ratio Scan Statistics
- Change‐point detection in panel data
- Mean shift testing in correlated data
- Estimates of Location Based on Rank Tests
- The Lasso for High Dimensional Regression with a Possible Change Point
- \(U\)-statistics for change under alternatives