A Unified Data-Adaptive Framework for High Dimensional Change Point Detection (Q5087162)
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scientific article; zbMATH DE number 7554780
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| English | A Unified Data-Adaptive Framework for High Dimensional Change Point Detection |
scientific article; zbMATH DE number 7554780 |
Statements
A Unified Data-Adaptive Framework for High Dimensional Change Point Detection (English)
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8 July 2022
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change point detection
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data-adaptive tests
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high dimensions
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minimax optimality
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multiplier bootstrap and Gaussian approximation
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\(U\)-statistics
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