Asymptotic distribution-free change-point detection based on interpoint distances for high-dimensional data

DOI10.1080/10485252.2019.1710505MaRDI QIDQ5221303zbMATH OpenOpenAlexFDO

Authors Jun Li

Publication date 25 March 2020

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485252.2019.1710505

zbMATH Keywords

high-dimensional datachange-pointinterpoint distanceBayesian-type statisticscan-type statistic

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Recommendations

• Spatial rank-based high-dimensional change point detection via random integration
• Multiple change-points detection in high dimension
• Consistent and powerful graph-based change-point test for high-dimensional data
• High-dimensional changepoint detection via a geometrically inspired mapping
• High dimensional change point inference: recent developments and extensions

Cites work

• scientific article; zbMATH DE number 425941 (Why is no real title available?)
• scientific article; zbMATH DE number 1048663 (Why is no real title available?)
• scientific article; zbMATH DE number 1487502 (Why is no real title available?)
• scientific article; zbMATH DE number 775839 (Why is no real title available?)
• A distribution-free two-sample run test applicable to high-dimensional data
• A nonparametric approach for multiple change point analysis of multivariate data
• A weighted edge-count two-sample test for multivariate and object data
• Asymptotic distribution-free change-point detection for multivariate and non-Euclidean data
• Asymptotic normality of interpoint distances for high-dimensional data with applications to the two-sample problem
• Consistent and powerful graph-based change-point test for high-dimensional data
• Detecting simultaneous change points in multiple sequences
• Detecting simultaneous variant intervals in aligned sequences
• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
• Geometric Representation of High Dimension, Low Sample Size Data
• Graph-based change-point detection
• Homogeneity and change-point detection tests for multivariate data using rank statistics
• Likelihood Ratio Tests for a Change in the Multivariate Normal Mean
• Multivariate generalizations of the Wald-Wolfowitz and Smirnov two-sample tests

Cited in

(9)

• Homogeneity tests of covariance for high-dimensional functional data with applications to event segmentation
• Limit laws for the maximum interpoint distance under a 1-dependent assumption
• A robust bootstrap change point test for high-dimensional location parameter
• Multiple change-points detection in high dimension
• Asymptotic optimality theory for active quickest detection with unknown postchange parameters
• Spatial rank-based high-dimensional change point detection via random integration
• Asymptotic distribution-free change-point detection for multivariate and non-Euclidean data
• Consistent and powerful graph-based change-point test for high-dimensional data
• High-dimensional changepoint detection via a geometrically inspired mapping

This page was built for publication: Asymptotic distribution-free change-point detection based on interpoint distances for high-dimensional data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5221303)