Pages that link to "Item:Q5087399"
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The following pages link to Finite Sample Change Point Inference and Identification for High-Dimensional Mean Vectors (Q5087399):
Displaying 12 items.
- High dimensional change point inference: recent developments and extensions (Q2062782) (← links)
- Robust inference for change points in high dimension (Q2101465) (← links)
- Inference for change points in high-dimensional data via selfnormalization (Q2131255) (← links)
- A robust bootstrap change point test for high-dimensional location parameter (Q2136637) (← links)
- Adaptive Change Point Monitoring for High-Dimensional Data (Q5089460) (← links)
- Data-driven estimation of change-points with mean shift (Q6101010) (← links)
- Testing the martingale difference hypothesis in high dimension (Q6108287) (← links)
- Optimal multiple change-point detection for high-dimensional data (Q6158217) (← links)
- Change-point testing for parallel data sets with FDR control (Q6168912) (← links)
- Central limit theorems for high dimensional dependent data (Q6178582) (← links)
- Change-point inference for high-dimensional heteroscedastic data (Q6184933) (← links)
- Change point detection for high dimensional data via kernel measure with application to human aging brain data (Q6189823) (← links)
