Computationally efficient and data-adaptive changepoint inference in high dimension

DOI10.1093/jrsssb/qkad048MaRDI QIDQ6606065

Long Feng, Guanghui Wang

Publication date: 16 September 2024

Published in: Journal of the Royal Statistical Society. Series B. Statistical Methodology (Search for Journal in Brave)

zbMATH Keywords

extreme value distributionGaussian approximationadaptive testinghigh dimensionchangepoint detection

Mathematics Subject Classification ID

Statistics (62-XX)

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