Change-point detection in panel data via double CUSUM statistic (Q150198)
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scientific article
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| English | Change-point detection in panel data via double CUSUM statistic |
scientific article |
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1 January 2016
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7 September 2016
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Change-point detection in panel data via double CUSUM statistic (English)
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change-point analysis
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high-dimensional data analysis
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CUSUM statistics
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binary segmentation
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bootstrap procedure
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