Change-point testing for parallel data sets with FDR control
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Cites work
- A MOSUM procedure for the estimation of multiple random change points
- A Unified Data-Adaptive Framework for High Dimensional Change Point Detection
- Adaptive Inference for Change Points in High-Dimensional Data
- Change-point detection in multinomial data with a large number of categories
- Change-point detection in panel data
- Common breaks in means and variances for panel data
- Consistent selection of the number of change-points via sample-splitting
- Controlling the false discovery rate via knockoffs
- Correlation and Large-Scale Simultaneous Significance Testing
- Detecting big structural breaks in large factor models
- Efficient scalable schemes for monitoring a large number of data streams
- Estimating and Testing Linear Models with Multiple Structural Changes
- Estimating false discovery proportion under arbitrary covariance dependence
- Estimation and inference of change points in high-dimensional factor models
- Finite Sample Change Point Inference and Identification for High-Dimensional Mean Vectors
- High dimensional change point estimation via sparse projection
- High dimensional efficiency with applications to change point tests
- High dimensional inverse covariance matrix estimation via linear programming
- High-dimensional semiparametric Gaussian copula graphical models
- High-dimensional statistics. A non-asymptotic viewpoint
- scientific article; zbMATH DE number 3502628 (Why is no real title available?)
- scientific article; zbMATH DE number 720689 (Why is no real title available?)
- scientific article; zbMATH DE number 1048663 (Why is no real title available?)
- Large covariance estimation by thresholding principal orthogonal complements. With discussion and authors' reply
- Large-scale multiple testing under dependence
- Limit theorems for change in linear regression
- Multiple-Change-Point Detection for High Dimensional Time Series via Sparsified Binary Segmentation
- Narrowest-Over-Threshold Detection of Multiple Change Points and Change-Point-Like Features
- Parametric statistical change point analysis. With applications to genetics, medicine, and finance
- Phase transition and regularized bootstrap in large-scale \(t\)-tests with false discovery rate control
- Regularized estimation of large covariance matrices
- Shrinkage estimation of high-dimensional factor models with structural instabilities
- Simultaneous multiple change-point and factor analysis for high-dimensional time series
- Sparse inverse covariance estimation with the graphical lasso
- Tests for Parameter Instability and Structural Change With Unknown Change Point
- Tests of the Hypothesis that a Linear Regression System Obeys Two Separate Regimes
- The control of the false discovery rate in multiple testing under dependency.
- The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes
- The Lasso for high dimensional regression with a possible change point
- Uniform change point tests in high dimension
- Wild binary segmentation for multiple change-point detection
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