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Efficiency of change point tests in high dimensional settings
v1v2 (latest)

Efficiency of change point tests in high dimensional settings

5 September 2014
J. Aston
Claudia Kirch
ArXiv (abs)PDFHTML

Papers citing "Efficiency of change point tests in high dimensional settings"

5 / 5 papers shown
Title
Robust Change-Point Detection for Functional Time Series Based on
  $U$-Statistics and Dependent Wild Bootstrap
Robust Change-Point Detection for Functional Time Series Based on UUU-Statistics and Dependent Wild Bootstrap
L. Wegner
Martin Wendler
33
11
0
03 Jun 2022
Robust change-point detection in panel data
Robust change-point detection in panel data
A. Dürre
R. Fried
29
1
0
08 Nov 2016
High-dimensional changepoint estimation via sparse projection
High-dimensional changepoint estimation via sparse projection
Tengyao Wang
R. Samworth
AI4TS
71
235
0
20 Jun 2016
Detecting changes in Hilbert space data based on "repeated" and
  change-aligned principal components
Detecting changes in Hilbert space data based on "repeated" and change-aligned principal components
Leonid Torgovitski
50
11
0
24 Sep 2015
High-Dimensional Change-Point Estimation: Combining Filtering with
  Convex Optimization
High-Dimensional Change-Point Estimation: Combining Filtering with Convex Optimization
Yong Sheng Soh
V. Chandrasekaran
62
29
0
11 Dec 2014
1