Moment deviation subspaces of dimension reduction for high-dimensional data with change structure
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Cites work
- A kernel multiple change-point algorithm via model selection
- A likelihood ratio approach to sequential change point detection for a general class of parameters
- A nonparametric approach for multiple change point analysis of multivariate data
- An Adaptive Estimation of Dimension Reduction Space
- Change-point detection in panel data via double CUSUM statistic
- Comment
- Consistent selection of the number of clusters via crossvalidation
- Detection of multiple change-points in high-dimensional panel data with cross-sectional and temporal dependence
- Dimensionality determination: a thresholding double ridge ratio approach
- Estimating a Change Point in a Sequence of Very High-Dimensional Covariance Matrices
- Estimating a sparse reduction for general regression in high dimensions
- High dimensional change point estimation via sparse projection
- High-dimensional change-point detection under sparse alternatives
- High-dimensional changepoint detection via a geometrically inspired mapping
- Homogeneity and change-point detection tests for multivariate data using rank statistics
- Inference for change points in high-dimensional data via selfnormalization
- Learning a Mahalanobis distance metric for data clustering and classification
- Multiple-Change-Point Detection for High Dimensional Time Series via Sparsified Binary Segmentation
- Sliced Inverse Regression for Dimension Reduction
- Sparse minimum discrepancy approach to sufficient dimension reduction with simultaneous variable selection in ultrahigh dimension
- Sparse sliced inverse regression via Lasso
- Sufficient dimension reduction through discretization-expectation estimation
- Uniform change point tests in high dimension
- Wild binary segmentation for multiple change-point detection
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