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• W2945595320 abstract "This paper deals with the detection and identification of changepoints among covariances of high-dimensional longitudinal data, where the number of features is greater than both the sample size and the number of repeated measurements. The proposed methods are applicable under general temporal-spatial dependence. A new test statistic is introduced for changepoint detection, and its asymptotic distribution is established. If a changepoint is detected, an estimate of the location is provided. The rate of convergence of the estimator is shown to depend on the data dimension, sample size, and signal-to-noise ratio. Binary segmentation is used to estimate the locations of possibly multiple changepoints, and the corresponding estimator is shown to be consistent under mild conditions. Simulation studies provide the empirical size and power of the proposed test and the accuracy of the changepoint estimator. An application to a time-course microarray dataset identifies gene sets with significant gene interaction changes over time." @default.
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• W2945595320 date "2019-05-24" @default.
• W2945595320 modified "2023-09-25" @default.
• W2945595320 title "Homogeneity tests of covariance matrices with high-dimensional longitudinal data" @default.
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• W2945595320 doi "https://doi.org/10.1093/biomet/asz011" @default.
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