2 citations · 2 across the 2 of their papers we have counts for
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math.ST2019
Nonparametric Change Point Detection in Regression
Valeriy Avanesov
This paper considers the prominent problem of change-point detection in regression. The study suggests a novel testing procedure featuring a fully data-driven calibration scheme. T…
math.ST2018
Structural break analysis in high-dimensional covariance structure
Valeriy Avanesov
We consider detection and localization of an abrupt break in the covariance structure of high-dimensional random data. The paper proposes a novel testing procedure for this problem…
math.ST2017★ 2 cited
Bootstrap for change point detection
Nazar Buzun, Valeriy Avanesov
In Change point detection task Likelihood Ratio Test (LRT) is sequentially applied in a sliding window procedure. Its high values indicate changes of parametric distribution in the…