High-dimensional data analysis: change point detection via bootstrap MOSUM
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Cites work
- A convex optimization approach to high-dimensional sparse quadratic discriminant analysis
- A few remarks on the operator norm of random Toeplitz matrices
- A tail inequality for suprema of unbounded empirical processes with applications to Markov chains
- A test for a change in a parameter occurring at an unknown point
- A Unified Data-Adaptive Framework for High Dimensional Change Point Detection
- Adaptive Inference for Change Points in High-Dimensional Data
- An overview of tests on high-dimensional means
- Central limit theorems and bootstrap in high dimensions
- Change-point detection in high-dimensional covariance structure
- Change-point detection in multinomial data with a large number of categories
- Computationally efficient and data-adaptive changepoint inference in high dimension
- CONTINUOUS INSPECTION SCHEMES
- Estimating a Change Point in a Sequence of Very High-Dimensional Covariance Matrices
- Finite Sample Change Point Inference and Identification for High-Dimensional Mean Vectors
- Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications
- High dimensional change point estimation via sparse projection
- High-dimensional change-point detection under sparse alternatives
- Inference of Breakpoints in High-dimensional Time Series
- Large-sample approximations and change testing for high-dimensional covariance matrices of multivariate linear time series and factor models
- Statistical challenges with high dimensionality: feature selection in knowledge discovery
- Weak convergence and empirical processes. With applications to statistics
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