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

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

6 April 2019

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

19 / 19 papers shown

Title
Nearly optimal central limit theorem and bootstrap approximations in high dimensions Victor Chernozhukov Denis Chetverikov Yuta Koike 70 43 0 17 Dec 2020
Sequential change point tests based on U-statistics Claudia Kirch Christina Stoehr 50 14 0 18 Dec 2019
Minimax rates in sparse, high-dimensional changepoint detection Haoyang Liu Chao Gao R. Samworth 68 48 0 23 Jul 2019
Optimal nonparametric change point detection and localization Oscar Hernan Madrid Padilla Yi Yu Daren Wang Alessandro Rinaldo 51 23 0 24 May 2019
Estimating Piecewise Monotone Signals Kentaro Minami 21 10 0 06 May 2019
Change Point Estimation in Panel Data with Temporal and Cross-sectional Dependence M. Bhattacharjee Moulinath Banerjee George Michailidis 28 14 0 25 Apr 2019
Estimating a change point in a sequence of very high-dimensional covariance matrices Holger Dette G. Pan Qing Yang 42 33 0 27 Jul 2018
Randomized incomplete $U$ -statistics in high dimensions Xiaohui Chen Kengo Kato 46 42 0 03 Dec 2017
Finite sample change point inference and identification for high-dimensional mean vectors Mengjia Yu Xiaohui Chen 63 38 0 23 Nov 2017
Jackknife multiplier bootstrap: finite sample approximations to the $U$ -process supremum with applications Xiaohui Chen Kengo Kato 56 40 0 09 Aug 2017
Gaussian and bootstrap approximations for high-dimensional U-statistics and their applications Xiaohui Chen 80 57 0 30 Sep 2016
High-dimensional changepoint estimation via sparse projection Tengyao Wang R. Samworth AI4TS 67 233 0 20 Jun 2016
Multiple Change-point Detection: a Selective Overview Yue Niu Ning Hao Heping Zhang 45 116 0 13 Dec 2015
Uniform change point tests in high dimension M. Jirak 52 132 0 17 Nov 2015
Wild binary segmentation for multiple change-point detection Piotr Fryzlewicz 86 653 0 04 Nov 2014
Comparison and anti-concentration bounds for maxima of Gaussian random vectors Victor Chernozhukov Denis Chetverikov Kengo Kato 146 224 0 21 Jan 2013
The Lasso for High-Dimensional Regression with a Possible Change-Point S. Lee M. Seo Youngki Shin 114 126 0 21 Sep 2012
Sequential multi-sensor change-point detection Yao Xie D. Siegmund 61 227 0 10 Jul 2012
Break detection in the covariance structure of multivariate time series models Alexander Aue Siegfried Hormann Lajos Horváth M. Reimherr 227 365 0 19 Nov 2009

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