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Finite Sample Change Point Inference and Identification for High-Dimensional Mean Vectors - MaRDI portal

Finite Sample Change Point Inference and Identification for High-Dimensional Mean Vectors (Q5087399)

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scientific article; zbMATH DE number 7555264
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Finite Sample Change Point Inference and Identification for High-Dimensional Mean Vectors
scientific article; zbMATH DE number 7555264

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    Finite Sample Change Point Inference and Identification for High-Dimensional Mean Vectors (English)
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    11 July 2022
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    binary segmentation
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    bootstrap
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    CUSUM
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    change point analysis
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    Gaussian approximation
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    high-dimensional data
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