Asymptotic distribution-free change-point detection for multivariate and non-Euclidean data

DOI10.1214/18-AOS1691zbMath1417.62114arXiv1707.00167WikidataQ128846356 ScholiaQ128846356MaRDI QIDQ1731762

Lynna Chu, Hao Chen

Publication date: 14 March 2019

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1707.00167

zbMATH Keywords

tail probabilityhigh-dimensional datanonparametricchange-pointnetwork datagraph-based testsscan statisticnon-Euclidean data

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Related Items (13)

Multiscale Quantile Segmentation ⋮ Statistical inference on the Hilbert sphere with application to random densities ⋮ Optimal multiple change-point detection for high-dimensional data ⋮ Real-time change point detection in linear models using the ranking selection procedure ⋮ Limiting distributions of graph-based test statistics on sparse and dense graphs ⋮ Change point detection for high dimensional data via kernel measure with application to human aging brain data ⋮ Asymptotic distribution-free change-point detection for multivariate and non-Euclidean data ⋮ Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points ⋮ Fréchet change-point detection ⋮ A Note on Online Change Point Detection ⋮ Asymptotic distribution-free change-point detection based on interpoint distances for high-dimensional data ⋮ High dimensional change point inference: recent developments and extensions ⋮ Functional convergence of sequential \(U\)-processes with size-dependent kernels

Uses Software

• LogConcDEAD

Cites Work

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