Dating the Break in High-dimensional Data

10 February 2020

Papers citing "Dating the Break in High-dimensional Data"

9 / 9 papers shown

Title
Change Point Estimation in Panel Data with Temporal and Cross-sectional Dependence M. Bhattacharjee Moulinath Banerjee George Michailidis 36 14 0 25 Apr 2019
Estimating a change point in a sequence of very high-dimensional covariance matrices Holger Dette G. Pan Qing Yang 53 33 0 27 Jul 2018
Finite sample change point inference and identification for high-dimensional mean vectors Mengjia Yu Xiaohui Chen 67 38 0 23 Nov 2017
High-dimensional changepoint estimation via sparse projection Tengyao Wang R. Samworth AI4TS 67 233 0 20 Jun 2016
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 86 654 0 04 Nov 2014
High-dimensional change-point detection with sparse alternatives F. Enikeeva Zaïd Harchaoui 77 63 0 06 Dec 2013
A self-normalized approach to confidence interval construction in time series Xiaofeng Shao 146 146 0 12 May 2010
A two-sample test for high-dimensional data with applications to gene-set testing Songxi Chen Yingli Qin 100 576 0 24 Feb 2010