most citedAdaptive Change Point Monitoring for High-Dimensional Data

1 citations · 1 across the 2 of their papers we have counts for

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stat.ME2023

Change-point Inference for High-dimensional Heteroscedastic Data

Teng Wu, Stanislav Volgushev, Xiaofeng Shao

We propose a bootstrap-based test to detect a mean shift in a sequence of high-dimensional observations with unknown time-varying heteroscedasticity. The proposed test builds on th…

stat.ME2021★ 1 cited

Adaptive Change Point Monitoring for High-Dimensional Data

Teng Wu, Runmin Wang, Hao Yan +1

In this paper, we propose a class of monitoring statistics for a mean shift in a sequence of high-dimensional observations. Inspired by the recent U-statistic based retrospective t…