High dimensional change point inference: recent developments and extensions
type: Item
instance of: scholarly article
title: High dimensional change point inference: recent developments and extensions
zbMATH Open document ID: 1493.62344
author: Bin Liu
author: Xinsheng Zhang
author: Yufeng Liu
published in: Journal of Multivariate Analysis
publication date: 2022-01-03T00:00:00Z
Mathematics Subject Classification ID: 62H15
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 7451353
zbMATH Keywords: alternative patterns
zbMATH Keywords: change point detection
zbMATH Keywords: high dimensions
zbMATH Keywords: hypothesis testing
zbMATH Keywords: minimax optimality
describes a project that uses: breakfast
describes a project that uses: wbs
MaRDI profile type: Publication
full work available at URL: j.jmva.2021.104833
OpenAlex ID: W3200000222
cites work: A Kernel Multiple Change-point Algorithm via Model Selection
cites work: High dimensional efficiency with applications to change point tests
cites work: Break detection in the covariance structure of multivariate time series models
cites work: Change-point detection in high-dimensional covariance structure
cites work: Narrowest-Over-Threshold Detection of Multiple Change Points and Change-Point-Like Features
cites work: Large‐sample approximations and change testing for high‐dimensional covariance matrices of multivariate linear time series and factor models
cites work: Adaptive Thresholding for Sparse Covariance Matrix Estimation
cites work: A Constrainedℓ1Minimization Approach to Sparse Precision Matrix Estimation
cites work: Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation
cites work: Parametric Statistical Change Point Analysis
cites work: A two-sample test for high-dimensional data with applications to gene-set testing
cites work: Graph-based change-point detection
cites work: Change-point detection in panel data via double CUSUM statistic
cites work: Multiple-Change-Point Detection for High Dimensional Time Series via Sparsified Binary Segmentation
cites work: Asymptotic distribution-free change-point detection for multivariate and non-Euclidean data
cites work: MOSUM tests for parameter constancy
cites work: Q4101268
cites work: Nonparametric tests for the changepoint problem
cites work: Q4348180
cites work: A MOSUM procedure for the estimation of multiple random change points
cites work: High-dimensional change-point detection under sparse alternatives
cites work: Wild binary segmentation for multiple change-point detection
cites work: Tail-greedy bottom-up data decompositions and fast multiple change-point detection
cites work: Asymptotic distributions of maximum likelihood tests for change in the mean
cites work: Testing a Sequence of Observations for a Shift in Location
cites work: Inference about the change-point in a sequence of random variables
cites work: Change‐point detection in panel data
cites work: Extensions of some classical methods in change point analysis
cites work: Change point analysis based on empirical characteristic functions
cites work: Change-point analysis in increasing dimension
cites work: Uniform change point tests in high dimension
cites work: K-Sample Analogues of the Kolmogorov-Smirnov and Cramer-V. Mises Tests
cites work: The Lasso for High Dimensional Regression with a Possible Change Point
cites work: Detection and localization of change-points in high-dimensional network traffic data
cites work: Minimax rates in sparse, high-dimensional change point detection
cites work: A Unified Data-Adaptive Framework for High Dimensional Change Point Detection
cites work: A Nonparametric Approach for Multiple Change Point Analysis of Multivariate Data
cites work: High-dimensional graphs and variable selection with the Lasso
cites work: The multiple filter test for change point detection in time series
cites work: Maximally Selected Chi Square Statistics
cites work: Optimal stopping times for detecting changes in distributions
cites work: Multiple change-point detection: a selective overview
cites work: CONTINUOUS INSPECTION SCHEMES
cites work: CONTROL CHARTS WITH WARNING LINES
cites work: A test for a change in a parameter occurring at an unknown point
cites work: Testing for Change Points in Time Series
cites work: Testing and estimating change-points in the covariance matrix of a high-dimensional time series
cites work: Q3948492
cites work: High Dimensional Change Point Estimation via Sparse Projection
cites work: Optimal covariance change point localization in high dimensions
cites work: Q3643299
cites work: Finite Sample Change Point Inference and Identification for High-Dimensional Mean Vectors
cites work: Model selection and estimation in the Gaussian graphical model
cites work: Unsupervised Self-Normalized Change-Point Testing for Time Series
cites work: Detecting simultaneous change points in multiple sequences
cites work: Multivariate analysis of variance and change points estimation for high‐dimensional longitudinal data
DOI: 10.1016/J.JMVA.2021.104833