Consistent and powerful CUSUM change-point test for panel data with changes in variance
Fuente:
arXiv
Saved in:
| Main Authors: | Yang, Wenzhi, Xu, Yueting, Shi, Xiaoping, Li, Qiong |
|---|---|
| Format: | Preprint |
| Published: |
2026
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Neural network-based CUSUM for online change-point detection
by: Gong, Tingnan, et al.
Published: (2022)
by: Gong, Tingnan, et al.
Published: (2022)
Bayesian variance change point detection with credible sets
by: Cappello, Lorenzo, et al.
Published: (2022)
by: Cappello, Lorenzo, et al.
Published: (2022)
DROP: Distributionally Robust Optimization for Multi-task Learning in Graphical Models
by: Shen, Canruo, et al.
Published: (2026)
by: Shen, Canruo, et al.
Published: (2026)
Robust mean change point testing in high-dimensional data with heavy tails
by: Li, Mengchu, et al.
Published: (2023)
by: Li, Mengchu, et al.
Published: (2023)
Post-selection inference for quantifying uncertainty in changes in variance
by: Carrington, Rachel, et al.
Published: (2024)
by: Carrington, Rachel, et al.
Published: (2024)
Adaptive Kernel Regression for Constrained Route Alignment: Theory and Iterative Data Sharpening
by: Du, Shiyin, et al.
Published: (2026)
by: Du, Shiyin, et al.
Published: (2026)
Multiple change-point detection on the circle via isolation using permutation testing
by: Loizidou, Sophia, et al.
Published: (2026)
by: Loizidou, Sophia, et al.
Published: (2026)
DEEPEAST technique to enhance power in two-sample tests via the same-attraction function
by: Chen, Yiting, et al.
Published: (2024)
by: Chen, Yiting, et al.
Published: (2024)
Adaptive CUSUM Chart for Simultaneous Monitoring of Mean and Variance
by: Parakulum, Gokul, et al.
Published: (2025)
by: Parakulum, Gokul, et al.
Published: (2025)
Variance component score test for multivariate change point detection with applications to mobile health
by: Martin, Melissa Lynne, et al.
Published: (2026)
by: Martin, Melissa Lynne, et al.
Published: (2026)
Multiple change-point detection for some point processes
by: Dion-Blanc, C., et al.
Published: (2023)
by: Dion-Blanc, C., et al.
Published: (2023)
Robust subgroup-classifier learning and testing in change-plane regressions
by: Liu, Xu, et al.
Published: (2024)
by: Liu, Xu, et al.
Published: (2024)
REAMP: A Stochastic Resonance Approach for Multi-Change Point Detection in High-Dimensional Data
by: Shi, Xiaoping, et al.
Published: (2026)
by: Shi, Xiaoping, et al.
Published: (2026)
Adaptive CUSUM Chart for Real-Time Monitoring of Bivariate Event Data
by: Parakulum, Gokul, et al.
Published: (2025)
by: Parakulum, Gokul, et al.
Published: (2025)
Change-point detection in variance-covariance matrix
by: Lin, Ying, et al.
Published: (2026)
by: Lin, Ying, et al.
Published: (2026)
Online network change point detection with missing values and temporal dependence
by: Xu, Haotian, et al.
Published: (2021)
by: Xu, Haotian, et al.
Published: (2021)
Consistent detection and estimation of multiple structural changes in functional data: unsupervised and supervised approaches
by: Chakrabarty, Sourav, et al.
Published: (2025)
by: Chakrabarty, Sourav, et al.
Published: (2025)
BLAST: Bayesian online change-point detection with structured image data
by: Zheng, Xiaojun, et al.
Published: (2025)
by: Zheng, Xiaojun, et al.
Published: (2025)
Tensor time series change-point detection in cryptocurrency network data
by: Anastasiou, Andreas, et al.
Published: (2025)
by: Anastasiou, Andreas, et al.
Published: (2025)
Multiple change point detection in functional data with applications to biomechanical fatigue data
by: Bastian, Patrick, et al.
Published: (2023)
by: Bastian, Patrick, et al.
Published: (2023)
Bayesian optimal change point detection in high-dimensions
by: Kim, Jaehoon, et al.
Published: (2024)
by: Kim, Jaehoon, et al.
Published: (2024)
A Bayesian framework for change-point detection with uncertainty quantification
by: Berlind, Davis, et al.
Published: (2025)
by: Berlind, Davis, et al.
Published: (2025)
Multilayer random dot product graphs: Estimation and online change point detection
by: Wang, Fan, et al.
Published: (2023)
by: Wang, Fan, et al.
Published: (2023)
A spectral approach for online covariance change point detection
by: Bao, Zhigang, et al.
Published: (2026)
by: Bao, Zhigang, et al.
Published: (2026)
Detecting changes in space-varying parameters of local Poisson point processes
by: D'Angelo, Nicoletta
Published: (2025)
by: D'Angelo, Nicoletta
Published: (2025)
Robust Narrowest Significance Pursuit: Inference for multiple change-points in the median
by: Fryzlewicz, Piotr
Published: (2021)
by: Fryzlewicz, Piotr
Published: (2021)
Robust tests for parameter change in conditionally heteroscedastic time series models
by: Song, Junmo
Published: (2025)
by: Song, Junmo
Published: (2025)
Online Kernel CUSUM for Change-Point Detection
by: Wei, Song, et al.
Published: (2022)
by: Wei, Song, et al.
Published: (2022)
Moving sum procedure for multiple change point detection in large factor models
by: Barigozzi, Matteo, et al.
Published: (2024)
by: Barigozzi, Matteo, et al.
Published: (2024)
Joint analysis for multivariate longitudinal and event time data with a change point anchored at interval-censored event time
by: Zhan, Yue, et al.
Published: (2026)
by: Zhan, Yue, et al.
Published: (2026)
Multi-Scale CUSUM Tests for Time Dependent Spherical Random Fields
by: Caponera, Alessia, et al.
Published: (2023)
by: Caponera, Alessia, et al.
Published: (2023)
Seeded intervals and noise level estimation in change point detection: A discussion of Fryzlewicz (2020)
by: Kovács, Solt, et al.
Published: (2020)
by: Kovács, Solt, et al.
Published: (2020)
More powerful multiple testing under dependence via randomization
by: Xu, Ziyu, et al.
Published: (2023)
by: Xu, Ziyu, et al.
Published: (2023)
Multiple change point detection based on Hodrick-Prescott and $l_1$ filtering method for random walk time series data
by: Liu, Xiyuan
Published: (2025)
by: Liu, Xiyuan
Published: (2025)
Bayesian online collective anomaly and change point detection in fine-grained time series
by: Chen, Xian, et al.
Published: (2025)
by: Chen, Xian, et al.
Published: (2025)
MOPED: A moving sum method for change point detection in pairwise extremal dependence
by: McGonigle, Euan T., et al.
Published: (2025)
by: McGonigle, Euan T., et al.
Published: (2025)
WISER: Segmenting watermarked region - an epidemic change-point perspective
by: Bonnerjee, Soham, et al.
Published: (2025)
by: Bonnerjee, Soham, et al.
Published: (2025)
Higher-criticism for sparse multi-stream change-point detection
by: Gong, Tingnan, et al.
Published: (2024)
by: Gong, Tingnan, et al.
Published: (2024)
Covariance scanning for adaptively optimal change point detection in high-dimensional linear models
by: Cho, Haeran, et al.
Published: (2025)
by: Cho, Haeran, et al.
Published: (2025)
Asymptotic linear dependence and ellipse statistics for multivariate two-sample homogeneity test
by: Shen, Chifeng, et al.
Published: (2025)
by: Shen, Chifeng, et al.
Published: (2025)
Similar Items
-
Neural network-based CUSUM for online change-point detection
by: Gong, Tingnan, et al.
Published: (2022) -
Bayesian variance change point detection with credible sets
by: Cappello, Lorenzo, et al.
Published: (2022) -
DROP: Distributionally Robust Optimization for Multi-task Learning in Graphical Models
by: Shen, Canruo, et al.
Published: (2026) -
Robust mean change point testing in high-dimensional data with heavy tails
by: Li, Mengchu, et al.
Published: (2023) -
Post-selection inference for quantifying uncertainty in changes in variance
by: Carrington, Rachel, et al.
Published: (2024)