Multiple change-point detection: a selective overview

DOI10.1214/16-STS587zbMath1442.62170arXiv1512.04093MaRDI QIDQ1790375

Heping Zhang, Yue Selena Niu, Ning Hao

Publication date: 2 October 2018

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1512.04093

zbMATH Keywords

consistency; regression; multiple testing; binary segmentation; screening and ranking algorithm; normal mean change-point model

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62G20: Asymptotic properties of nonparametric inference

62H15: Hypothesis testing in multivariate analysis

62-02: Research exposition (monographs, survey articles) pertaining to statistics

62J15: Paired and multiple comparisons; multiple testing

62Pxx: Applications of statistics