Spatial rank-based high-dimensional change point detection via random integration

DOI10.1016/j.jmva.2021.104942OpenAlexW4200385235MaRDI QIDQ2078581

Yu Chen, Weiping Zhang, Lei Shu, Xue-Qin Wang

Publication date: 1 March 2022

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2021.104942

zbMATH Keywords

on-line monitoringoff-line retrospectiverandom integrationspatial signs and ranks

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15) Multivariate analysis (62Hxx)

Uses Software

• MNM
• spcadjust

Cites Work

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• Multiscale Change Point Inference

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