On the tightness of graph-based statistics
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Cites work
- A nonparametric approach for multiple change point analysis of multivariate data
- A weighted edge-count two-sample test for multivariate and object data
- Asymptotic distribution-free change-point detection for multivariate and non-Euclidean data
- Break detection in the covariance structure of multivariate time series models
- Consistent and powerful non-Euclidean graph-based change-point test with applications to segmenting random interfered video data
- Consistent change-point detection with kernels
- Consistent selection of the number of change-points via sample-splitting
- Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
- Detecting simultaneous change points in multiple sequences
- Fréchet change-point detection
- Graph-based change-point detection
- High dimensional change point estimation via sparse projection
- scientific article; zbMATH DE number 1354815 (Why is no real title available?)
- Multiscale change point inference. With discussion and authors' reply
- On the tightness of graph-based statistics
- Optimal change point detection and localization in sparse dynamic networks
- Optimal Nonparametric Multivariate Change Point Detection and Localization
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