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_20MaRDI QIDQ2833372zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

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

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Cites work

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

Cited in

(1)

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

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