Pages that link to "Item:Q1616311"
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The following pages link to Change-point detection in high-dimensional covariance structure (Q1616311):
Displaying 13 items.
- Optimal nonparametric change point analysis (Q97722) (← links)
- Optimal covariance change point localization in high dimensions (Q97725) (← links)
- High dimensional change point inference: recent developments and extensions (Q2062782) (← links)
- Measuring timeliness of annual reports filing by jump additive models (Q2078728) (← links)
- A computationally efficient and flexible algorithm for high dimensional mean and covariance matrix change point models (Q2111963) (← links)
- Inference for change points in high-dimensional data via selfnormalization (Q2131255) (← links)
- Sequential change point detection in high dimensional time series (Q2154962) (← links)
- Univariate mean change point detection: penalization, CUSUM and optimality (Q2180083) (← links)
- Testing and estimating change-points in the covariance matrix of a high-dimensional time series (Q2306269) (← links)
- Gaussian approximation for penalized Wasserstein barycenters (Q6044261) (← links)
- Break point detection for functional covariance (Q6073412) (← links)
- A generalized knockoff procedure for FDR control in structural change detection (Q6150512) (← links)
- Efficient change point detection and estimation in high-dimensional correlation matrices (Q6200899) (← links)
