Robust inference for change points in high dimension
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Publication:2101465
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Cites work
- A high-dimensional nonparametric multivariate test for mean vector
- A robust bootstrap change point test for high-dimensional location parameter
- A self-normalized approach to confidence interval construction in time series
- A simple general approach to inference about the tail of a distribution
- A two-sample test for high-dimensional data with applications to gene-set testing
- A Unified Data-Adaptive Framework for High Dimensional Change Point Detection
- Change-point detection in panel data
- Change-point detection in panel data via double CUSUM statistic
- Change-point detection, segmentation, and related topics
- Empirical Bayesian analysis of simultaneous changepoints in multiple data sequences
- Extensions of some classical methods in change point analysis
- Finite Sample Change Point Inference and Identification for High-Dimensional Mean Vectors
- High dimensional change point estimation via sparse projection
- High dimensional change point inference: recent developments and extensions
- scientific article; zbMATH DE number 3973963 (Why is no real title available?)
- Inference for change points in high-dimensional data via selfnormalization
- Linear Regression Limit Theory for Nonstationary Panel Data
- Minimax rates in sparse, high-dimensional change point detection
- Multivariate nonparametric methods with R. An approach based on spatial signs and ranks.
- On the efficiency of multivariate spatial sign and rank tests
- Self-Normalization for Time Series: A Review of Recent Developments
- Structural breaks in time series
- Testing for change points in time series
- Tests for high-dimensional data based on means, spatial signs and spatial ranks
- Two-Sample Test of High Dimensional Means Under Dependence
- Uniform change point tests in high dimension
- Wild binary segmentation for multiple change-point detection
Cited in
(16)- Change-point detection in high-dimensional covariance structure
- Robust scan statistics for detecting a local change in population mean for normal data
- Relevant change points in high dimensional time series
- Inference for change points in high-dimensional data via selfnormalization
- A robust bootstrap change point test for high-dimensional location parameter
- Inference on the change point under a high dimensional sparse mean shift
- Robust test for detecting a signal in a high dimensional sparse normal vector
- High dimensional change point estimation via sparse projection
- Robust Wilcoxon‐Type Estimation of Change‐Point Location Under Short‐Range Dependence
- On high-dimensional change point problem
- Consistency of \(p\)-norm based tests in high dimensions: characterization, monotonicity, domination
- Adaptive Inference for Change Points in High-Dimensional Data
- Functional central limit theorem and Marcinkiewicz strong law of large numbers for Hilbert-valued \(U\)-statistics of absolutely regular data
- Change-point detection in Vector-Tensor linear model
- Bootstrap-based inference for multiple variance changepoint models
- An exponential inequality for Hilbert-valued U-statistics of i.i.d. data
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