High dimensional efficiency with applications to change point tests
From MaRDI portal
Recommendations
Cites work
- scientific article; zbMATH DE number 5713428 (Why is no real title available?)
- scientific article; zbMATH DE number 1249686 (Why is no real title available?)
- scientific article; zbMATH DE number 1048663 (Why is no real title available?)
- scientific article; zbMATH DE number 897115 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- A direct estimation approach to sparse linear discriminant analysis
- A high-dimensional nonparametric multivariate test for mean vector
- A test for the mean vector with fewer observations than the dimension
- Accuracy and Stability of Numerical Algorithms
- Achieving near perfect classification for functional data
- Break detection in the covariance structure of multivariate time series models
- CONTINUOUS INSPECTION SCHEMES
- Change-point detection in panel data
- Change-point detection in panel data via double CUSUM statistic
- Choosing a Point from the Surface of a Sphere
- Common breaks in means and variances for panel data
- Darling-Erdős limit results for change-point detection in panel data
- Detecting Changes in the Mean of Functional Observations
- Detecting and estimating changes in dependent functional data
- Detection of changes in multivariate time series with application to EEG data
- Estimation of a change-point in the mean function of functional data
- Evaluating stationarity via change-point alternatives with applications to fMRI data
- Extensions of some classical methods in change point analysis
- HIGHER-ORDER ACCURATE, POSITIVE SEMIDEFINITE ESTIMATION OF LARGE-SAMPLE COVARIANCE AND SPECTRAL DENSITY MATRICES
- High dimensional change point estimation via sparse projection
- High-dimensional change-point detection under sparse alternatives
- Large covariance estimation by thresholding principal orthogonal complements. With discussion and authors' reply
- Mean shift testing in correlated data
- Multiple-Change-Point Detection for High Dimensional Time Series via Sparsified Binary Segmentation
- Multiscale change point inference. With discussion and authors' reply
- Non-asymptotic minimax rates of testing in signal detection
- Nonparametric goodness-of-fit testing under Gaussian models
- On the use of estimating functions in monitoring time series for change points
- Optimal detection of multi-sample aligned sparse signals
- Probability inequalities.
- Regularized estimation of large covariance matrices
- SLEX Analysis of Multivariate Nonstationary Time Series
- Structural breaks in time series
- Testing for changes in multivariate dependent observations with an application to temperature changes
- Testing for parameter stability in nonlinear autoregressive models
- Uniform change point tests in high dimension
- Weakly dependent functional data
Cited in
(7)- A robust bootstrap change point test for high-dimensional location parameter
- Change-point testing for parallel data sets with FDR control
- Minimax rates in sparse, high-dimensional change point detection
- A novel change-point approach for the detection of gas emission sources using remotely contained concentration data
- Detection of Multiple Structural Breaks in Large Covariance Matrices
- Mini-workshop: Mathematical foundations of robust and generalizable learning. Abstracts from the mini-workshop held October 2--8, 2022
- High dimensional change point inference: recent developments and extensions
This page was built for publication: High dimensional efficiency with applications to change point tests
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1642675)
