Finite sample change point inference and identification for high-dimensional mean vectors

23 November 2017

Papers citing "Finite sample change point inference and identification for high-dimensional mean vectors"

7 / 7 papers shown

Title
Testing Stationarity and Change Point Detection in Reinforcement Learning Mengbing Li C. Shi Zhanghua Wu Piotr Fryzlewicz OffRL 32 9 0 03 Mar 2022
Central limit theorems for high dimensional dependent data Jinyuan Chang Xiaohui Chen Mingcong Wu 17 29 0 27 Apr 2021
Optimal multiple change-point detection for high-dimensional data Emmanuel Pilliat Alexandra Carpentier Nicolas Verzélen 25 14 0 16 Nov 2020
Dating the Break in High-dimensional Data Runmin Wang Xiaofeng Shao 16 8 0 10 Feb 2020
Inference for Change Points in High Dimensional Data via Self-Normalization Runmin Wang Changbo Zhu S. Volgushev Xiaofeng Shao 31 34 0 21 May 2019
A robust bootstrap change point test for high-dimensional location parameter Mengjia Yu Xiaohui Chen 16 10 0 06 Apr 2019
Break detection in the covariance structure of multivariate time series models Alexander Aue Siegfried Hormann Lajos Horváth M. Reimherr 153 363 0 19 Nov 2009