Change point detection in high-dimensional data with U-statistics

DOI10.1007/S11749-023-00900-YMaRDI QIDQ7020013zbMATH OpenFDO

Authors B. Cooper Boniece, Lajos Horváth, Peter M. Jacobs

Publication date 5 March 2025

Published in Test (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S11749-023-00900-Y

zbMATH Keywords

change pointlarge dimensional vectorsTwitter dataU-statisticsweak convergence

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Asymptotic distribution theory in statistics (62E20) Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15) Applications of statistics to social sciences (62P25)

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