Change-point inference for high-dimensional heteroscedastic data
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Cites work
- A note on conditional versus joint unconditional weak convergence in bootstrap consistency results
- A two-sample test for high-dimensional data with applications to gene-set testing
- Adaptive Inference for Change Points in High-Dimensional Data
- An asymptotic test for constancy of the variance under short-range dependence
- Change-point detection in panel data
- Consistency of the generalized bootstrap for degenerate \(U\)-statistics
- Corrigendum: A Self-Normalized Approach to Confidence Interval Construction in Time Series
- Empirical Bayesian analysis of simultaneous changepoints in multiple data sequences
- Finite Sample Change Point Inference and Identification for High-Dimensional Mean Vectors
- Heteroscedasticity and Autocorrelation Robust Structural Change Detection
- High dimensional change point estimation via sparse projection
- High-dimensional change-point detection under sparse alternatives
- Higher criticism for detecting sparse heterogeneous mixtures.
- scientific article; zbMATH DE number 3942813 (Why is no real title available?)
- scientific article; zbMATH DE number 3502569 (Why is no real title available?)
- Inference for change points in high-dimensional data via selfnormalization
- Inference for modulated stationary processes
- Model selection for high dimensional multi-sequence change-point problems
- Multiple-Change-Point Detection for High Dimensional Time Series via Sparsified Binary Segmentation
- On continuity and strict increase of the CDF for the sup-functional of a Gaussian process with applications to statistics
- Optimal sparse segment identification with application in copy number variation analysis
- Random quadratic forms and the bootstrap for \(U\)-statistics
- Testing for change points in time series
- The Density of the Distribution of the Maximum of a Gaussian Process
- The dependent wild bootstrap
- Uniform change point tests in high dimension
- Unsupervised self-normalized change-point testing for time series
- Weak convergence and empirical processes. With applications to statistics
- Weighted bootstrap for \(U\)-statistics
- Weighted bootstrapping of \(U\)-statistics
- Wild binary segmentation for multiple change-point detection
Cited in
(8)- Change-point detection in high-dimensional covariance structure
- Inference for change points in high-dimensional data via selfnormalization
- Testing and estimating change-points in the covariance matrix of a high-dimensional time series
- Change point inference in ergodic diffusion processes based on high frequency data
- Large Sample Change-Point Estimation when Distributions Are Unknown
- Change-point analysis in increasing dimension
- Simple change point model in heteroscedastic extremes
- Bayesian high-dimensional regression for change point analysis
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