High dimensional efficiency with applications to change point tests
type: Item
instance of: scholarly article
title: High dimensional efficiency with applications to change point tests
zbMATH Open document ID: 1392.62059
DOI: 10.1214/18-EJS1442
author: John A. D. Aston
author: Claudia Kirch
published in: Electronic Journal of Statistics
publication date: 2018-06-15T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.ejs/1528941678
Mathematics Subject Classification ID: 62F05
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G10
zbMATH DE Number: 6890102
zbMATH Keywords: CUSUM
zbMATH Keywords: high dimensional efficiency
zbMATH Keywords: model misspecification
zbMATH Keywords: panel data
zbMATH Keywords: projections
describes a project that uses: changepoint
describes a project that uses: mctoolbox
MaRDI profile type: Publication
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OpenAlex ID: W2808522379
Wikidata QID: Q129700411
description: scientific article; zbMATH DE number 6890102