4 papers
High-Dimensional Change Point Analysis for Temporally Dependent Data
Xiaoyi Wang, Le Zhou, Jixuan Liu +1
This paper develops adaptive procedures for detecting and locating mean changes in high-dimensional time series. Quadratic CUSUM statistics target dense changes, whereas coordinate…
Conditional Rank-Rank Regression via Deep Conditional Transformation Models
Xiaoyi Wang, Long Feng, Zhaojun Wang
Intergenerational mobility quantifies the transmission of socio-economic outcomes from parents to children. While rank-rank regression (RRR) is standard, adding covariates directly…
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…
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…