Change-point detection in panel data
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Publication:5397939
DOI10.1111/J.1467-9892.2012.00796.XzbMATH Open1282.62181OpenAlexW1957259441MaRDI QIDQ5397939FDOQ5397939
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Cites Work
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Cited In (90)
- Adaptive Inference for Change Points in High-Dimensional Data
- Most recent changepoint detection in censored panel data
- Relevant change points in high dimensional time series
- Inference for change points in high-dimensional data via selfnormalization
- A robust bootstrap change point test for high-dimensional location parameter
- High dimensional change point estimation via sparse projection
- Change-point testing for parallel data sets with FDR control
- Testing structural changes in panel data with small fixed panel size and bootstrap
- Optimal change point detection in Gaussian processes
- A semiparametric maximum likelihood ratio test for the change point in copula models
- Change-point estimation in the multivariate model taking into account the dependence: application to the vegetative development of oilseed rape
- Extensions of some classical methods in change point analysis
- Robust inference for change points in high dimension
- Some nonparametric tests for change-point detection based on the \(\mathbb{P}\)-\(\mathbb{P}\) and \(\mathbb{Q}\)-\(\mathbb{Q}\) plot processes
- Block bootstrapping for a panel mean break test
- A general panel break test based on the self-normalization method
- Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models
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- Common breaks in means for cross-correlated fixed-\(T\) panel data
- High dimensional efficiency with applications to change point tests
- On high-dimensional change point problem
- Testing for parameter constancy in the time series direction in panel data models
- The CUSUM statistic of change point under NA sequences
- Asymptotic properties of the CUSUM estimator for the time of change in linear panel data models
- Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points
- Change-point inference for high-dimensional heteroscedastic data
- Minimax rates in sparse, high-dimensional change point detection
- A novel change-point approach for the detection of gas emission sources using remotely contained concentration data
- Nonparametric testing for smooth structural changes in panel data models
- On change-point estimation under Sobolev sparsity
- Panel data segmentation under finite time horizon
- Change point in panel data with small fixed panel size: ratio and non-ratio test statistics
- A two-stage estimator for change point in the mean of panel data
- High-dimensional changepoint detection via a geometrically inspired mapping
- On CUSUM test for dynamic panel models
- Changepoint estimation for dependent and non-stationary panels.
- Darling-Erdős limit results for change-point detection in panel data
- Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels
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- Change-point detection in panel data via double CUSUM statistic
- Optimal covariance change point localization in high dimensions
- Key-frame selection for video summarization: an approach of multidimensional time series analysis
- Multiple change-points detection in high dimension
- Variance change-point detection in panel data models
- Nonparametric multiple change-point estimation for analyzing large Hi-C data matrices
- A setwise EWMA scheme for monitoring high-dimensional datastreams
- A CUSUM test for panel mean change detection
- Testing change in volatility using panel data
- Uniform change point tests in high dimension
- Estimation of heterogeneous panels with structural breaks
- Simultaneous multiple change-point and factor analysis for high-dimensional time series
- An evaluation of some methods used for determination of homogenous structural break point in mean of panel data
- Common breaks in means for panel data under short-range dependence
- Estimating a Change Point in a Sequence of Very High-Dimensional Covariance Matrices
- Title not available (Why is no real title available?)
- Changepoint in dependent and non-stationary panels
- Adaptive Change Point Monitoring for High-Dimensional Data
- Generalized multiple change-point detection in the structure of multivariate, possibly high-dimensional, data sequences
- A communication-efficient, online changepoint detection method for monitoring distributed sensor networks
- Detection of multiple change-points in high-dimensional panel data with cross-sectional and temporal dependence
- Detecting Changes in Covariance via Random Matrix Theory
- Asymptotic and bootstrap tests for a sequential change-point of panel
- Change point detection in panel data
- A fluctuation test for structural change detection in heterogeneous panel data models
- Scalable change-point and anomaly detection in cross-correlated data with an application to condition monitoring
- Model-free classification of panel data via the \(\epsilon\)-complexity theory
- Change point detection for high dimensional data via kernel measure with application to human aging brain data
- Collective Anomaly Detection in High-Dimensional Var Models
- Detection and estimation of structural breaks in high-dimensional functional time series
- Sequential Gaussian approximation for nonstationary time series in high dimensions
- A combined SR-CUSUM procedure for detecting common changes in panel data
- The asymptotic method of sequential change-point in panel data
- Isolating changed panels and estimating common change point after sequential detection with FDR control
- The asymptotic distribution of CUSUM estimator based on α-mixing sequences
- Change points in heavy‐tailed multivariate time series: Methods using precision matrices
- Change-detection-assisted multiple testing for spatiotemporal data
- Data-driven estimation of change-points with mean shift
- Estimating a common break point in means for long-range dependent panel data
- Estimation of high-dimensional change-points under a group sparsity structure
- Estimating restricted common structural changes for panel data
- Using interpolated implied volatility for analysing exogenous market changes
- Joint estimation of gradual variance changepoint for panel data with common structures
- Structural breaks in panel data: large number of panels and short length time series
- \(\ell^2\) inference for change points in high-dimensional time series via a two-way MOSUM
- A new hybrid approach to panel data change point detection
- Monitoring Network Changes in Social Media
- The CUSUM statistics of change-point models based on dependent sequences
- Dating the break in high-dimensional data
- Detecting structured signals in Ising models
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