Multiple change-points detection in high dimension

DOI10.1142/S201032631950014XzbMath1437.62202OpenAlexW2906442928MaRDI QIDQ5108292

Guosheng Yin, Changliang Zou, Yunlong Wang, Zhaojun Wang

Publication date: 30 April 2020

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s201032631950014x

zbMATH Keywords

dynamic programmingasymptotic normalitysparse signalslarge \(p\)small \(n\)feature screeninghigh-dimensional homogeneity test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) Dynamic programming (90C39)

Related Items (2)

High-dimensional test for alpha in linear factor pricing models with sparse alternatives ⋮ Change-detection-assisted multiple testing for spatiotemporal data

Uses Software

• wbs

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