Pages that link to "Item:Q2215757"
From MaRDI portal
The following pages link to Hypothesis testing for high-dimensional time series via self-normalization (Q2215757):
Displaying 17 items.
- A posteriori tests to validate dimension estimates from time series (Q1577192) (← links)
- Adjusted-range self-normalized confidence interval construction for censored dependent data (Q2096226) (← links)
- Inference for change points in high-dimensional data via selfnormalization (Q2131255) (← links)
- A rank-based high-dimensional test for equality of mean vectors (Q2143018) (← links)
- Inference on the change point under a high dimensional sparse mean shift (Q2219223) (← links)
- Testing Relevant Hypotheses in Functional Time Series via Self-Normalization (Q5087150) (← links)
- Self-Normalization for Time Series: A Review of Recent Developments (Q5367488) (← links)
- (Q5434018) (← links)
- Adaptive Inference for Change Points in High-Dimensional Data (Q6110698) (← links)
- Kolmogorov-Smirnov type testing for structural breaks: a new adjusted-range based self-normalization approach (Q6152637) (← links)
- Optimal multiple change-point detection for high-dimensional data (Q6158217) (← links)
- Two-sample and change-point inference for non-Euclidean valued time series (Q6200897) (← links)
- A frequency-domain test for multivariate white noise (Q6537377) (← links)
- \(\ell^2\) inference for change points in high-dimensional time series via a two-way MOSUM (Q6550966) (← links)
- Dating the break in high-dimensional data (Q6635718) (← links)
- Validating approximate slope homogeneity in large panels (Q6664673) (← links)
- Mean tests for high-dimensional time series (Q6671912) (← links)
