Pages that link to "Item:Q2215757"
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The following pages link to Hypothesis testing for high-dimensional time series via self-normalization (Q2215757):
Displayed 8 items.
- Adjusted-range self-normalized confidence interval construction for censored dependent data (Q2096226) (← links)
- Inference for change points in high-dimensional data via selfnormalization (Q2131255) (← links)
- A rank-based high-dimensional test for equality of mean vectors (Q2143018) (← links)
- Inference on the change point under a high dimensional sparse mean shift (Q2219223) (← links)
- Adaptive Inference for Change Points in High-Dimensional Data (Q6110698) (← links)
- Kolmogorov-Smirnov type testing for structural breaks: a new adjusted-range based self-normalization approach (Q6152637) (← links)
- Optimal multiple change-point detection for high-dimensional data (Q6158217) (← links)
- Two-sample and change-point inference for non-Euclidean valued time series (Q6200897) (← links)