• Corpus ID: 211076021

Dating the Break in High-dimensional Data

@article{Wang2020DatingTB,
  title={Dating the Break in High-dimensional Data},
  author={Runmin Wang and Xiaofeng Shao},
  journal={arXiv: Methodology},
  year={2020}
}
This paper is concerned with estimation and inference for the location of a change point in the mean of independent high-dimensional data. Our change point location estimator maximizes a new U-statistic based objective function, and its convergence rate and asymptotic distribution after suitable centering and normalization are obtained under mild assumptions. Our estimator turns out to have better efficiency as compared to the least squares based counterpart in the literature. Based on the… 
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