Distance-based CUSUM statistics for high dimensional change points

DOI10.1007/S11222-025-10752-1MaRDI QIDQ6902290zbMATH OpenFDO

Authors Lupeng Zhang, Reza Drikvandi

Publication date 11 November 2025

Published in Statistics and Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S11222-025-10752-1

zbMATH Keywords

CUSUM (Cumulative Sum) statisticdissimilarity measurehigh dimensional datamodified Euclidean distancepermutation testrecursive binary segmentation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Point estimation (62F10) Estimation in multivariate analysis (62H12)

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