False discovery rate approach to dynamic change detection

DOI10.1016/J.JMVA.2023.105224OpenAlexW4385454431MaRDI QIDQ6051082

Mengtao Wen, Lilun Du

Publication date: 19 September 2023

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2023.105224

zbMATH Keywords

multiple testingpenalized methodssequential detectionhigh-dimensional data streamsmultiple epidemic changes

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Sequential statistical analysis (62L10) Multivariate analysis (62Hxx)

Cites Work

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