A Nonparametric Approach for Multiple Change Point Analysis of Multivariate Data
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Publication:4975354
DOI10.1080/01621459.2013.849605zbMath1367.62260arXiv1306.4933OpenAlexW2150427470MaRDI QIDQ4975354
David S. Matteson, Nicholas James
Publication date: 4 August 2017
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1306.4933
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Nonparametric estimation (62G05)
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Uses Software
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