On high-dimensional change point problem

DOI10.1007/S11425-016-0058-5zbMATH Open1360.62075OpenAlexW2547413149MaRDI QIDQ525890FDOQ525890

Authors: Wang Zhou, Baisuo Jin, Guangming Pan, Qing Yang 

Publication date: 5 May 2017

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-016-0058-5

Recommendations

• Multiple change-points detection in high dimension
• High-dimensional change-point detection under sparse alternatives
• Detecting change-points in multidimensional stochastic processes
• Robust inference for change points in high dimension
• Nonparametric method for detecting the multidimensional change-point

zbMATH Keywords

change pointHotelling's \(T^{2}\) statistichigh-dimensional statistics inference

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• High-dimensional classification using features annealed independence rules
• Regularized estimation of large covariance matrices
• Outlier detection for high-dimensional data
• Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
• Title not available (Why is that?)
• Multiple-Change-Point Detection for High Dimensional Time Series via Sparsified Binary Segmentation
• Change-point detection in panel data
• The maximum likelihood method for testing changes in the parameters of normal observations
• Uniform change point tests in high dimension
• Title not available (Why is that?)
• A two-sample test for high-dimensional data with applications to gene-set testing
• Title not available (Why is that?)
• A test for the mean vector with fewer observations than the dimension
• Isotonic regression: Another look at the changepoint problem
• 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
• Two-sample behrens-fisher problem for high-dimensional data
• Testing for changes in the covariance structure of linear processes
• Common breaks in means and variances for panel data

Cited In (13)

• High dimensional change point estimation via sparse projection
• Robust inference for change points in high dimension
• High-dimensional change-point detection under sparse alternatives
• Change-point analysis in increasing dimension
• High dimensional efficiency with applications to change point tests
• An efficient two step algorithm for high dimensional change point regression models without grid search
• Detecting change-points in multidimensional stochastic processes
• On change-point estimation under Sobolev sparsity
• A test of the rigid structure of grouped points in high-dimensional data
• Multiple change-points detection in high dimension
• Uniform change point tests in high dimension
• The CUSUM statistics of change-point models based on dependent sequences
• On asymptotic approximation of ratio models for weakly dependent sequences

This page was built for publication: On high-dimensional change point problem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q525890)