A Kernel Multiple Change-point Algorithm via Model Selection
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Publication:80474
DOI10.48550/arXiv.1202.3878zbMath1446.62120arXiv1202.3878MaRDI QIDQ80474
Sylvain Arlot, Zaid Harchaoui, Alain Celisse, Zaid Harchaoui, Alain Celisse, Sylvain Arlot
Publication date: 17 February 2012
Full work available at URL: https://arxiv.org/abs/1202.3878
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to environmental and related topics (62P12) Order statistics; empirical distribution functions (62G30)
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A robust bootstrap change point test for high-dimensional location parameter ⋮ Optimal multiple change-point detection for high-dimensional data ⋮ Generalized multiple change-point detection in the structure of multivariate, possibly high-dimensional, data sequences ⋮ Optimal change-point detection and localization ⋮ Equivariant variance estimation for multiple change-point model ⋮ Change point detection for high dimensional data via kernel measure with application to human aging brain data ⋮ Consistent change-point detection with kernels ⋮ Density-Difference Estimation ⋮ Applicability and interpretability of Ward's hierarchical agglomerative clustering with or without contiguity constraints ⋮ Fréchet change-point detection ⋮ A Kernel Multiple Change-point Algorithm via Model Selection ⋮ kcpRS ⋮ Optimal nonparametric change point analysis ⋮ Scan B-statistic for kernel change-point detection ⋮ High dimensional change point inference: recent developments and extensions ⋮ Change detection using an iterative algorithm with guarantees ⋮ Theory and applications of financial chaos index ⋮ Finite sample properties of parametric MMD estimation: robustness to misspecification and dependence ⋮ Multiscale Change Point Inference
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