Pages that link to "Item:Q892243"

The following pages link to Uniform change point tests in high dimension (Q892243):

Displaying 48 items.

• Optimal covariance change point localization in high dimensions (Q97725) (← links)
• Nonparametric multiple change-point estimation for analyzing large Hi-C data matrices (Q111617) (← links)
• High-dimensional changepoint detection via a geometrically inspired mapping (Q139173) (← links)
• Change-point detection in panel data via double CUSUM statistic (Q150198) (← links)
• On high-dimensional change point problem (Q525890) (← links)
• Group orthogonal greedy algorithm for change-point estimation of multivariate time series (Q830674) (← links)
• Uniform change point tests in high dimension (Q892243) (← links)
• Change-point detection in high-dimensional covariance structure (Q1616311) (← links)
• High dimensional efficiency with applications to change point tests (Q1642675) (← links)
• Simultaneous multiple change-point and factor analysis for high-dimensional time series (Q1668579) (← links)
• Detecting structural breaks in realized volatility (Q1727922) (← links)
• Asymptotic distribution-free change-point detection for multivariate and non-Euclidean data (Q1731762) (← links)
• Practical aspects of false alarm control for change point detection: beyond average run length (Q1739359) (← links)
• Relevant change points in high dimensional time series (Q1786570) (← links)
• Fréchet change-point detection (Q1996771) (← links)
• Minimax rates in sparse, high-dimensional change point detection (Q2039806) (← links)
• A novel change-point approach for the detection of gas emission sources using remotely contained concentration data (Q2044250) (← links)
• Monitoring for a change point in a sequence of distributions (Q2054495) (← links)
• High dimensional change point inference: recent developments and extensions (Q2062782) (← links)
• Anomaly detection: a functional analysis perspective (Q2078552) (← links)
• Robust inference for change points in high dimension (Q2101465) (← 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)
• A robust bootstrap change point test for high-dimensional location parameter (Q2136637) (← links)
• Scalable change-point and anomaly detection in cross-correlated data with an application to condition monitoring (Q2154176) (← links)
• Sequential change point detection in high dimensional time series (Q2154962) (← links)
• On change-point estimation under Sobolev sparsity (Q2180074) (← links)
• Univariate mean change point detection: penalization, CUSUM and optimality (Q2180083) (← links)
• Inference on the change point under a high dimensional sparse mean shift (Q2219223) (← links)
• An empirical-characteristic-function-based change-point test for detection of multiple distributional changes (Q2241532) (← links)
• Estimation of high-dimensional change-points under a group sparsity structure (Q2689607) (← links)
• High Dimensional Change Point Estimation via Sparse Projection (Q4603814) (← links)
• A new hybrid approach to panel data change point detection (Q5079862) (← links)
• Adaptive Change Point Monitoring for High-Dimensional Data (Q5089460) (← links)
• Multiple change-points detection in high dimension (Q5108292) (← links)
• A Likelihood Ratio Approach to Sequential Change Point Detection for a General Class of Parameters (Q5120674) (← links)
• Sequential Nonparametric Tests for a Change in Distribution: An Application to Detecting Radiological Anomalies (Q5231477) (← links)
• Structural breaks in panel data: Large number of panels and short length time series (Q5860947) (← links)
• Estimating a Change Point in a Sequence of Very High-Dimensional Covariance Matrices (Q5881097) (← links)
• Efficient multiple change point detection for high‐dimensional generalized linear models (Q6059464) (← links)
• Collective Anomaly Detection in High-Dimensional Var Models (Q6069887) (← links)
• Change-detection-assisted multiple testing for spatiotemporal data (Q6116899) (← links)
• Optimal multiple change-point detection for high-dimensional data (Q6158217) (← links)
• Change-point testing for parallel data sets with FDR control (Q6168912) (← links)
• Generalized multiple change-point detection in the structure of multivariate, possibly high-dimensional, data sequences (Q6172150) (← 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)
• Efficient change point detection and estimation in high-dimensional correlation matrices (Q6200899) (← links)