
High dimensional efficiency with applications to change point tests
Author(s) -
John A. D. Aston,
Claudia Kirch
Publication year - 2018
Publication title -
electronic journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.482
H-Index - 54
ISSN - 1935-7524
DOI - 10.1214/18-ejs1442
Subject(s) - mathematics , covariance , multivariate statistics , asymptotic analysis , statistical hypothesis testing , point process , null hypothesis , point (geometry) , sample size determination , dependency (uml) , statistics , high dimensional , econometrics , computer science , artificial intelligence , geometry