High dimensional change point inference: recent developments and extensions

DOI10.1016/j.jmva.2021.104833zbMath1493.62344OpenAlexW3200000222MaRDI QIDQ2062782

Bin Liu, Yu Feng Liu, Xin Sheng Zhang

Publication date: 3 January 2022

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2021.104833

zbMATH Keywords

hypothesis testinghigh dimensionsminimax optimalitychange point detectionalternative patterns

Mathematics Subject Classification ID

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

Related Items

Robust inference for change points in high dimension

Uses Software

• wbs
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Cites Work

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