Pages that link to "Item:Q2131255"
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The following pages link to Inference for change points in high-dimensional data via selfnormalization (Q2131255):
Displaying 12 items.
- Robust inference for change points in high dimension (Q2101465) (← links)
- Change-point detection based on weighted two-sample U-statistics (Q2136629) (← links)
- Sequential change point detection in high dimensional time series (Q2154962) (← 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)
- Change-point inference for high-dimensional heteroscedastic data (Q6184933) (← links)
- Two-sample and change-point inference for non-Euclidean valued time series (Q6200897) (← links)
- \(\ell^2\) inference for change points in high-dimensional time series via a two-way MOSUM (Q6550966) (← links)
- Testing for practically significant dependencies in high dimensions via bootstrapping maxima of \(U\)-statistics (Q6550967) (← links)
- Change-point inference in high-dimensional regression models under temporal dependence (Q6608677) (← links)
- Dating the break in high-dimensional data (Q6635718) (← links)
- A Composite Likelihood-Based Approach for Change-Point Detection in Spatio-Temporal Processes (Q6651415) (← links)
