Multiple change point detection for high-dimensional data
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 1118847 (Why is no real title available?)
- A MOSUM procedure for the estimation of multiple random change points
- A Unified Data-Adaptive Framework for High Dimensional Change Point Detection
- A nonparametric approach for multiple change point analysis of multivariate data
- A two-sample test for high-dimensional data with applications to gene-set testing
- An Extension of the MOSUM Technique for Quality Control
- CONTINUOUS INSPECTION SCHEMES
- Change-point detection in panel data
- Change-point detection in panel data via double CUSUM statistic
- Change-point tests under local alternatives for long-range dependent processes
- Changepoint estimation: another look at multiple testing problems
- Common breaks in means and variances for panel data
- Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection
- Detecting simultaneous change points in multiple sequences
- Detection of changes in multivariate time series with application to EEG data
- High dimensional change point estimation via sparse projection
- High-dimensional change-point detection under sparse alternatives
- Inference for change points in high-dimensional data via selfnormalization
- Inference of Trends in Time Series
- MOSUM tests for parameter constancy
- Monitoring changes in linear models
- Multiple change-point detection via a screening and ranking algorithm
- Multiple change-point detection: a selective overview
- Multiple-Change-Point Detection for High Dimensional Time Series via Sparsified Binary Segmentation
- On the detection of changes in autoregressive time series. I: Asymptotics.
- On the detection of changes in autoregressive time series. II: Resampling procedures
- Segmentation and estimation of change-point models: false positive control and confidence regions
- Testing for change points in time series
- Testing for changes in the mean or variance of a stochastic process under weak invariance
- Two-sample and ANOVA tests for high dimensional means
- U-processes: Rates of convergence
- Uniform change point tests in high dimension
- Wild binary segmentation for multiple change-point detection
This page was built for publication: Multiple change point detection for high-dimensional data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7029211)