Change-point detection in panel data via double CUSUM statistic

DOI10.1214/16-ejs1155zbMath1397.62301arXiv1611.08631MaRDI QIDQ150198

Haeran Cho, Haeran Cho

Publication date: 1 January 2016

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

Full work available at URL: https://arxiv.org/abs/1611.08631

zbMATH Keywords

high-dimensional data analysisbinary segmentationbootstrap procedurechange-point analysisCUSUM statistics

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09) Sequential statistical analysis (62L10)

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Uses Software

• wbs

Cites Work

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