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math.ST2019
Inference for Change Points in High Dimensional Data via Self-Normalization
Runmin Wang, Changbo Zhu, Stanislav Volgushev +1
This article considers change point testing and estimation for a sequence of high-dimensional data. In the case of testing for a mean shift for high-dimensional independent data, w…
math.ST2019★ 10 cited
Distance-based and RKHS-based Dependence Metrics in High Dimension
Changbo Zhu, Shun Yao, Xianyang Zhang +1
In this paper, we study distance covariance, Hilbert-Schmidt covariance (aka Hilbert-Schmidt independence criterion [Gretton et al. (2008)]) and related independence tests under th…