Adaptive Inference for Change Points in High-Dimensional Data
高维数据变点的自适应推断
In this article, we propose a class of test statistics for a change point in the mean of high-dimensional independent data. Our test integrates the U-statistic based approach in a recent work by Wang et al. and the Lq-norm based high-dimensional test in a recent work by He et al., and inherits several appealing features such as being tuning parameter free and asymptotic independence for test statistics corresponding to even q’s. A simple combination of test statistics…