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math.ST2025
Multiscale Change Point Detection for Functional Time Series
Tim Kutta, Holger Dette, Shixuan Wang
We study the problem of detecting and localizing multiple changes in the mean parameter of a Banach space-valued time series. The goal is to construct a collection of narrow confid…
math.ST2025
A New Two-Sample Test for Covariance Matrices in High Dimensions: U-Statistics Meet Leading Eigenvalues
Thomas Lam, Nina Dörnemann, Holger Dette
We propose a two-sample test for covariance matrices in the high-dimensional regime, where the dimension diverges proportionally to the sample size. Our hybrid test combines a Frob…