Multiple Testing of Local Extrema for Detection of Change Points

DOI10.48550/arXiv.1504.06384zbMath1452.62623arXiv1504.06384OpenAlexW3091989382MaRDI QIDQ143270

Dan Cheng, Zhibing He, Armin Schwartzman, Armin Schwartzman, Zhibing He, Dan Cheng

Publication date: 24 April 2015

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1504.06384

zbMATH Keywords

kernel smoothingGaussian processespowerlocal maximachange pointsmultiple testingdifferentialFDRlocal minima.

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Hypothesis testing in multivariate analysis (62H15) Signal detection and filtering (aspects of stochastic processes) (60G35) Non-Markovian processes: hypothesis testing (62M07) Paired and multiple comparisons; multiple testing (62J15)

Related Items (3)

mSTEM ⋮ Spatially relaxed inference on high-dimensional linear models ⋮ Multiple Testing with the Structure-Adaptive Benjamini–Hochberg Algorithm

Uses Software

• R
• CRAN
• FDRSeg

Cites Work

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