A distribution-free method for change point detection in non-sparse high dimensional data
(2024)
Journal Article
Drikvandi, R., & Modarres, R. (2024). A distribution-free method for change point detection in non-sparse high dimensional data. Journal of Computational and Graphical Statistics, https://doi.org/10.1080/10618600.2024.2365733
We propose a distribution-free distance-based method for high dimensional change points that can address challenging situations when the sample size is very small compared to the dimension as in the so-called HDLSS data or when non-sparse changes may... Read More about A distribution-free method for change point detection in non-sparse high dimensional data.