Finite Sample Change Point Inference and Identification for High-Dimensional Mean Vectors
From MaRDI portal
Publication:5087399
DOI10.1111/rssb.12406OpenAlexW3112218970MaRDI QIDQ5087399
Publication date: 11 July 2022
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1711.08747
Related Items
Inference for change points in high-dimensional data via selfnormalization, A robust bootstrap change point test for high-dimensional location parameter, Optimal multiple change-point detection for high-dimensional data, Adaptive Change Point Monitoring for High-Dimensional Data, Data-driven estimation of change-points with mean shift, Testing the martingale difference hypothesis in high dimension, Change-point testing for parallel data sets with FDR control, Central limit theorems for high dimensional dependent data, Change-point inference for high-dimensional heteroscedastic data, Change point detection for high dimensional data via kernel measure with application to human aging brain data, Detection of Multiple Structural Breaks in Large Covariance Matrices, High dimensional change point inference: recent developments and extensions, Robust inference for change points in high dimension