Consistent and powerful graph-based change-point test for high-dimensional data
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Publication:4646119
DOI10.1073/pnas.1702654114zbMath1407.62327OpenAlexW2598739430WikidataQ36327501 ScholiaQ36327501MaRDI QIDQ4646119
Yuehua Wu, Xiao Ping Shi, C. Radhakrishna Rao
Publication date: 11 January 2019
Published in: Proceedings of the National Academy of Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1073/pnas.1702654114
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)
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The asymptotic distribution of CUSUM estimator based on α-mixing sequences ⋮ On change-point estimation under Sobolev sparsity ⋮ Asymptotic distribution-free change-point detection based on interpoint distances for high-dimensional data ⋮ The CUSUM statistic of change point under NA sequences
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