Optimal Covariance Change Point Localization in High Dimension

28 December 2017

Papers citing "Optimal Covariance Change Point Localization in High Dimension"

8 / 8 papers shown

Title
Minimax rates in variance and covariance changepoint testing Per August Jarval Moen 35 0 0 13 May 2024
Sparse change detection in high-dimensional linear regression Fengnan Gao Tengyao Wang 30 4 0 12 Aug 2022
Optimal multiple change-point detection for high-dimensional data Emmanuel Pilliat Alexandra Carpentier Nicolas Verzélen 25 14 0 16 Nov 2020
Two-stage data segmentation permitting multiscale change points, heavy tails and dependence Haeran Cho Claudia Kirch 4 33 0 28 Oct 2019
Minimax rates in sparse, high-dimensional changepoint detection Haoyang Liu Chao Gao R. Samworth 22 46 0 23 Jul 2019
Finite sample change point inference and identification for high-dimensional mean vectors Mengjia Yu Xiaohui Chen 14 37 0 23 Nov 2017
Optimal hypothesis testing for high dimensional covariance matrices Tommaso Cai Zongming Ma 51 111 0 18 May 2012
Break detection in the covariance structure of multivariate time series models Alexander Aue Siegfried Hormann Lajos Horváth M. Reimherr 150 362 0 19 Nov 2009