Consistent multiple testing for change points

DOI10.1016/J.JMVA.2011.04.012zbMATH Open1221.62109OpenAlexW1999003066MaRDI QIDQ634546FDOQ634546

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

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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)

Cites Work

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

Cited In (10)

• Nonparametric multiple testing procedures
• Multiple Change Points and Alternating Segments in Binary Trials with Dependence
• On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations
• Title not available (Why is that?)
• Wild binary segmentation for multiple change-point detection
• Doubly paired change-point analysis
• Consistent selection of the number of change-points via sample-splitting
• Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection
• Individualized two‐stage multiple testing procedures with corresponding interval estimates
• Tail-greedy bottom-up data decompositions and fast multiple change-point detection

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