3 papers
stat.ME2025
High dimensional Mean Test for Temporal Dependent Data
Yuchen Hu, Xiaoyi Wang, Long Feng
This paper proposes a novel test method for high-dimensional mean testing regard for the temporal dependent data. Comparison to existing methods, we establish the asymptotic normal…
stat.ME2025
Adaptive Change Point Inference for High Dimensional Time Series with Temporal Dependence
Xiaoyi Wang, Jixuan Liu, Long Feng
This paper investigates change point inference in high-dimensional time series. We begin by introducing a max--norm based test procedure, which demonstrates strong performance…
stat.ME2025
Spatial-Sign based High dimensional Change Point Inference
Jixuan Liu, Long Feng, Liuhua Peng +1
High-dimensional changepoint inference, adaptable to diverse alternative scenarios, has attracted significant attention in recent years. In this paper, we propose an adaptive and r…