Finite Sample Change Point Inference and Identification for High-Dimensional Mean Vectors
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Publication:5087399
DOI10.1111/rssb.12406MaRDI QIDQ5087399
Publication date: 11 July 2022
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1711.08747
bootstrap; CUSUM; high-dimensional data; Gaussian approximation; change point analysis; binary segmentation
62-XX: Statistics
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