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

DOI10.1080/10485252.2019.1710505zbMATH Open1435.62152OpenAlexW2999963419MaRDI QIDQ5221303FDOQ5221303

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

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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)

Cites Work

• Asymptotic distribution-free change-point detection for multivariate and non-Euclidean data
• Graph-based change-point detection
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• A nonparametric approach for multiple change point analysis of multivariate data
• Detecting simultaneous change points in multiple sequences
• Multivariate generalizations of the Wald-Wolfowitz and Smirnov two-sample tests
• Homogeneity and change-point detection tests for multivariate data using rank statistics
• A weighted edge-count two-sample test for multivariate and object data
• Detecting simultaneous variant intervals in aligned sequences
• A distribution-free two-sample run test applicable to high-dimensional data
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• Geometric Representation of High Dimension, Low Sample Size Data
• Likelihood Ratio Tests for a Change in the Multivariate Normal Mean
• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
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• Title not available (Why is that?)
• 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

Cited In (9)

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

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