Finite Sample Change Point Inference and Identification for High-Dimensional Mean Vectors
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Publication:5087399
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(21)- Optimal multiple change-point detection for high-dimensional data
- A robust bootstrap change point test for high-dimensional location parameter
- Testing and estimating change-points in the covariance matrix of a high-dimensional time series
- Testing the martingale difference hypothesis in high dimension
- \(\ell^2\) inference for change points in high-dimensional time series via a two-way MOSUM
- Robust inference for change points in high dimension
- Gaussian Approximation and Spatially Dependent Wild Bootstrap for High-Dimensional Spatial Data
- Change-point inference in high-dimensional regression models under temporal dependence
- High dimensional change point inference: recent developments and extensions
- Adaptive Change Point Monitoring for High-Dimensional Data
- Central limit theorems for high dimensional dependent data
- Change-point inference for high-dimensional heteroscedastic data
- Activation discovery with FDR control: application to fMRI data
- Change-point testing for parallel data sets with FDR control
- Data-driven estimation of change-points with mean shift
- Dating the break in high-dimensional data
- Change point detection via feedforward neural networks with theoretical guarantees
- Change point detection for high dimensional data via kernel measure with application to human aging brain data
- Detection of Multiple Structural Breaks in Large Covariance Matrices
- Finite sample change point inference and identification for high-dimensional mean vectors
- Inference for change points in high-dimensional data via selfnormalization
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