Consistent multiple testing for change points

DOI10.1016/j.jmva.2011.04.012zbMath1221.62109OpenAlexW1999003066MaRDI QIDQ634546

Kuo-Mei Chen, Arthur Cohen, Harold B. Sackrowitz

Publication date: 16 August 2011

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2011.04.012

zbMATH Keywords

familywise error ratebinary sequential segmentationmaximum residual downstepdown procedures

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Paired and multiple comparisons; multiple testing (62J15)

Related Items

On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations, Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection, Nonparametric multiple testing procedures, Unnamed Item, Wild binary segmentation for multiple change-point detection, Tail-greedy bottom-up data decompositions and fast multiple change-point detection, Individualized two‐stage multiple testing procedures with corresponding interval estimates

Cites Work

• A new multiple testing method in the dependent case
• On the selection of regression variables
• Admissible, consistent multiple testing with applications including variable selection
• Consistent variable selection in high dimensional regression via multiple testing
• Unnamed Item
• Unnamed Item
• Unnamed Item