作者：Wang, Tengyao; Samworth, Richard J.
作者单位：University of Cambridge
摘要：Change points are a very common feature of big data' that arrive in the form of a data stream. We study high dimensional time series in which, at certain time points, the mean structure changes in a sparse subset of the co-ordinates. The challenge is to borrow strength across the co-ordinates to detect smaller changes than could be observed in any individual component series. We propose a two-stage procedure called inspect for estimation of the change points: first, we argue that a good projec...
作者：Choi, Hyunphil; Reimherr, Matthew
作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
摘要：Functional data analysis is now a well-established discipline of statistics, with its core concepts and perspectives in place. Despite this, there are still fundamental statistical questions which have received relatively little attention. One of these is the systematic construction of confidence regions for functional parameters. This work is concerned with developing, understanding and visualizing such regions. We provide a general strategy for constructing confidence regions in a real separ...
