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Change point detection and inference in multivariable nonparametric
  models under mixing conditions

Change point detection and inference in multivariable nonparametric models under mixing conditions

27 January 2023
Carlos Misael Madrid Padilla
Haotian Xu
Daren Wang
Oscar Hernan Madrid Padilla
Yi Yu
ArXivPDFHTML

Papers citing "Change point detection and inference in multivariable nonparametric models under mixing conditions"

8 / 8 papers shown
Title
Optimal Online Change Detection via Random Fourier Features
Optimal Online Change Detection via Random Fourier Features
Florian Kalinke
Shakeel Gavioli-Akilagun
52
0
0
23 May 2025
Seeded Binary Segmentation: A general methodology for fast and optimal
  change point detection
Seeded Binary Segmentation: A general methodology for fast and optimal change point detection
Solt Kovács
Housen Li
Peter Buhlmann
Axel Munk
46
78
0
16 Feb 2020
Optimal nonparametric multivariate change point detection and
  localization
Optimal nonparametric multivariate change point detection and localization
Oscar Hernan Madrid Padilla
Yi Yu
Daren Wang
Alessandro Rinaldo
47
39
0
29 Oct 2019
Optimal nonparametric change point detection and localization
Optimal nonparametric change point detection and localization
Oscar Hernan Madrid Padilla
Yi Yu
Daren Wang
Alessandro Rinaldo
41
23
0
24 May 2019
Univariate Mean Change Point Detection: Penalization, CUSUM and
  Optimality
Univariate Mean Change Point Detection: Penalization, CUSUM and Optimality
Daren Wang
Yi Yu
Alessandro Rinaldo
41
88
0
22 Oct 2018
Uniform Convergence Rate of the Kernel Density Estimator Adaptive to
  Intrinsic Volume Dimension
Uniform Convergence Rate of the Kernel Density Estimator Adaptive to Intrinsic Volume Dimension
Jisu Kim
Jaehyeok Shin
Alessandro Rinaldo
Larry A. Wasserman
73
32
0
13 Oct 2018
Wild binary segmentation for multiple change-point detection
Wild binary segmentation for multiple change-point detection
Piotr Fryzlewicz
75
653
0
04 Nov 2014
Break detection in the covariance structure of multivariate time series
  models
Break detection in the covariance structure of multivariate time series models
Alexander Aue
Siegfried Hormann
Lajos Horváth
M. Reimherr
204
364
0
19 Nov 2009
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