23 citations · 95 across the 16 of their papers we have counts for
4 papers · 1 filter
Change point inference in high-dimensional regression models under temporal dependence
Haotian Xu, Daren Wang, Zifeng Zhao +1
This paper concerns about the limiting distributions of change point estimators, in a high-dimensional linear regression time series context, where a regression object $(y_t, X_t)…
Optimal Change-point Testing for High-dimensional Linear Models with Temporal Dependence
Zifeng Zhao, Xiaokai Luo, Zongge Liu +1
In this paper, we study change-point testing for high-dimensional linear models, an important problem that has not been well explored in the literature. Specifically, we propose a…
Functional Linear Regression with Mixed Predictors
Daren Wang, Zifeng Zhao, Yi Yu +1
We study a functional linear regression model that deals with functional responses and allows for both functional covariates and high-dimensional vector covariates. The proposed mo…
Statistically and Computationally Efficient Change Point Localization in Regression Settings
Daren Wang, Zifeng Zhao, Kevin Lin +1
Detecting when the underlying distribution changes for the observed time series is a fundamental problem arising in a broad spectrum of applications. In this paper, we study multip…