Finite Sample Change Point Inference and Identification for High-Dimensional Mean Vectors
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Publication:5087399
DOI10.1111/RSSB.12406OpenAlexW3112218970MaRDI QIDQ5087399FDOQ5087399
Authors: Mengjia Yu, Xiaohui Chen 
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
Cited In (20)
- Adaptive Change Point Monitoring for High-Dimensional Data
- Change point detection via feedforward neural networks with theoretical guarantees
- Inference for change points in high-dimensional data via selfnormalization
- A robust bootstrap change point test for high-dimensional location parameter
- Change-point testing for parallel data sets with FDR control
- Robust inference for change points in high dimension
- Gaussian Approximation and Spatially Dependent Wild Bootstrap for High-Dimensional Spatial Data
- Activation discovery with FDR control: application to fMRI data
- Testing and estimating change-points in the covariance matrix of a high-dimensional time series
- Change-point inference in high-dimensional regression models under temporal dependence
- Central limit theorems for high dimensional dependent data
- Testing the martingale difference hypothesis in high dimension
- Change-point inference for high-dimensional heteroscedastic data
- 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
- High dimensional change point inference: recent developments and extensions
- Data-driven estimation of change-points with mean shift
- Optimal multiple change-point detection for high-dimensional data
- \(\ell^2\) inference for change points in high-dimensional time series via a two-way MOSUM
- Dating the break in high-dimensional data
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