Inference for change points in high-dimensional data via selfnormalization-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Inference for change points in high-dimensional data via selfnormalization

Published:2022-04-01 Issue:2 Volume:50 Page:
ISSN:0090-5364
Container-title:The Annals of Statistics
language:
Short-container-title:Ann. Statist.

Author:

Wang Runmin¹,Zhu Changbo²,Volgushev Stanislav³,Shao Xiaofeng⁴

Affiliation:

1. Department of Statistical Science, Southern Methodist University

2. Department of Statistics, University of California at Davis

3. Department of Statistical Sciences, University of Toronto

4. Department of Statistics, University of Illinois at Urbana–Champaign

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference35 articles.

1. Zhang, X. and Cheng, G. (2018). Gaussian approximation for high dimensional vector under physical dependence. Bernoulli 24 2640–2675.

2. Shao, X. and Zhang, X. (2010). Testing for change points in time series. J. Amer. Statist. Assoc. 105 1228–1240.

3. Wu, W. B. (2005). Nonlinear system theory: Another look at dependence. Proc. Natl. Acad. Sci. USA 102 14150–14154.

4. Shao, X. and Wu, W. B. (2007). Local Whittle estimation of fractional integration for nonlinear processes. Econometric Theory 23 899–929.

5. LEE, A. J. (1990). U-Statistics: Theory and Practice. Statistics: Textbooks and Monographs 110. Dekker, New York.

Cited by 15 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Change-point inference in high-dimensional regression models under temporal dependence;The Annals of Statistics;2024-06-01

2. Testing for practically significant dependencies in high dimensions via bootstrapping maxima of U-statistics;The Annals of Statistics;2024-04-01

3. ℓ2 inference for change points in high-dimensional time series via a Two-Way MOSUM;The Annals of Statistics;2024-04-01

4. Multiple change point detection for high-dimensional data;TEST;2024-03-25

5. Variable Selection Based Testing for Parameter Changes in Regression with Autoregressive Dependence;Journal of Business & Economic Statistics;2024-02-26

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3