Robust inference for change points in high dimension

A Simple General Approach to Inference About the Tail of a Distribution

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Natural Sciences, Mathematics, Bayesian Data Analysis +15

Linear Regression Limit Theory for Nonstationary Panel Data

Peter C.B. Phillips, Hyungsik Roger Moon · Econometrica · 1999 · 1.4K citations

Social Sciences, Economics, Econometrics +15

Selective review of offline change point detection methods

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Computing, Data Science, Time Series Analysis +7

A two-sample test for high-dimensional data with applications to gene-set testing

Song Xi Chen, Yingli Qin · The Annals of Statistics · 2010 · 592 citations · Full text

Public Health, Bioinformatics, Biostatistics +13

Wild binary segmentation for multiple change-point detection

The Annals of Statistics · 2014 · 540 citations · Full text

Computing, Computer Science, Computational Geometry +14