On high-dimensional change point problem

DOI10.1007/s11425-016-0058-5zbMath1360.62075OpenAlexW2547413149MaRDI QIDQ525890

Wang Zhou, Baisuo Jin, Qing Yang, Guangming Pan

Publication date: 5 May 2017

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-016-0058-5

zbMATH Keywords

change pointHotelling's \(T^{2}\) statistichigh-dimensional statistics inference

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Point estimation (62F10)

Related Items (3)

On change-point estimation under Sobolev sparsity ⋮ The CUSUM statistics of change-point models based on dependent sequences ⋮ On asymptotic approximation of ratio models for weakly dependent sequences

Cites Work

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