Adaptive Change Point Monitoring for High-Dimensional Data

DOI10.5705/SS.202020.0438OpenAlexW3176263373MaRDI QIDQ5089460FDOQ5089460

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

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zbMATH Keywords

change point detectionU-statisticssequential testingsequential monitoring

Mathematics Subject Classification ID

Statistics (62-XX)

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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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