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A Unified Data-Adaptive Framework for High Dimensional Change Point Detection - MaRDI portal

A Unified Data-Adaptive Framework for High Dimensional Change Point Detection (Q5087162)

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scientific article; zbMATH DE number 7554780
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A Unified Data-Adaptive Framework for High Dimensional Change Point Detection
scientific article; zbMATH DE number 7554780

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    A Unified Data-Adaptive Framework for High Dimensional Change Point Detection (English)
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    8 July 2022
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    change point detection
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    data-adaptive tests
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    high dimensions
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    minimax optimality
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    multiplier bootstrap and Gaussian approximation
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    \(U\)-statistics
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