High dimensional efficiency with applications to change point tests
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Cites work
- A direct estimation approach to sparse linear discriminant analysis
- A high-dimensional nonparametric multivariate test for mean vector
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- Accuracy and Stability of Numerical Algorithms
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- Choosing a Point from the Surface of a Sphere
- Common breaks in means and variances for panel data
- CONTINUOUS INSPECTION SCHEMES
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- Extensions of some classical methods in change point analysis
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- Weakly dependent functional data
Cited in
(11)- 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
- High dimensional change point inference: recent developments and extensions
- A robust bootstrap change point test for high-dimensional location parameter
- Mini-workshop: Mathematical foundations of robust and generalizable learning. Abstracts from the mini-workshop held October 2--8, 2022
- Change-point testing for parallel data sets with FDR control
- Detection of Multiple Structural Breaks in Large Covariance Matrices
- Nonparametric changed segment detection in functional data
- Changed segment tests via norm and Brownian projection
- Estimation of change points for non-linear (auto-)regressive processes using neural network functions
- Tensor changepoint detection and eigenbootstrap
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