Change-point detection of the mean vector with fewer observations than the dimension using instantaneous normal random projections

DOI10.1007/978-3-319-13881-7_20zbMATH Open1349.62592OpenAlexW84540542MaRDI QIDQ2833372FDOQ2833372

Authors: Ewa Skubalska-Rafajłowicz 

Publication date: 18 November 2016

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-13881-7_20

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Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30)

Cites Work

• Extensions of Lipschitz mappings into a Hilbert space
• The random projection method in goodness of fit for functional data
• A test for the mean vector with fewer observations than the dimension
• Geometric Representation of High Dimension, Low Sample Size Data
• The high-dimension, low-sample-size geometric representation holds under mild conditions
• Multivariate statistical process control with industrial applications
• Control Charts for Multivariate Processes
• On a plasma sheath separating regions of oppositely directed magnetic field
• Asymptotic distributions of some test criteria for the mean vector with fewer observations than the dimension
• Approximation of projections of random vectors
• The Generalization of Student's Ratio
• Minimum distance classification rules for high dimensional data
• A Random Matrix-Theoretic Approach to Handling Singular Covariance Estimates
• Some geometric applications of the beta distribution
• Random projections and Hotelling's \(T^2\) statistics for change detection in high-dimensional data streams

Cited In (1)

• Random projections and Hotelling's \(T^2\) statistics for change detection in high-dimensional data streams

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