A robust bootstrap change point test for high-dimensional location parameter-Reference-Cited by-同舟云学术

A robust bootstrap change point test for high-dimensional location parameter

Published:2022-01-01 Issue:1 Volume:16 Page:
ISSN:1935-7524
Container-title:Electronic Journal of Statistics
language:
Short-container-title:Electron. J. Statist.

Author:

Yu Mengjia¹,Chen Xiaohui¹

Affiliation:

1. Department of Statistics, University of Illinois at Urbana-Champaign, 725 S. Wright Street, Champaign, IL 61820, USA

Publisher

Institute of Mathematical Statistics

Subject

Statistics and Probability,Statistics, Probability and Uncertainty

Reference62 articles.

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3. Arlot, S., Celisse, A. and Harchaoui, Z. (2019). A kernel multiple change-point algorithm via model selection. Journal of Machine Learning Research 20 1–56.

4. Aston, J. A. and Kirch, C. (2012). Detecting and estimating changes in dependent functional data. Journal of Multivariate Analysis 109 204–220.

5. Aston, J. A., Kirch, C. et al. (2012). Evaluating stationarity via change-point alternatives with applications to fMRI data. The Annals of Applied Statistics 6 1906–1948.

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