High-dimensional change-point detection under sparse alternatives

DOI10.1214/18-AOS1740zbMath1427.62036arXiv1312.1900OpenAlexW2963416868WikidataQ127838674 ScholiaQ127838674MaRDI QIDQ2313279

Zaid Harchaoui, Farida N. Enikeeva

Publication date: 18 July 2019

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

Full work available at URL: https://arxiv.org/abs/1312.1900

zbMATH Keywords

change-point problemhigh-dimensional datasparsityminimax optimality

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15) Signal detection and filtering (aspects of stochastic processes) (60G35)

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