Adaptive Change Point Monitoring for High-Dimensional Data

DOI10.5705/SS.202020.0438MaRDI QIDQ5089460zbMATH OpenOpenAlexFDO

Authors Teng Wu, Runmin Wang, Hao Yan, Xiaofeng Shao

Publication date 19 July 2022

Published in STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2101.06839

zbMATH Keywords

change point detectionU-statisticssequential testingsequential monitoring

Mathematics Subject Classification ID

Statistics (62-XX)

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• scientific article; zbMATH DE number 3502628 (Why is no real title available?)
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Cited in

(1)

• Scalable change-point and anomaly detection in cross-correlated data with an application to condition monitoring

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