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Found 3 papers, 1 papers with code
Testing the martingale difference hypothesis in high dimension
In this paper, we consider testing the martingale difference hypothesis for high-dimensional time series.
On Variance Estimation of Random Forests with Infinite-Order U-statistics
To bridge these gaps in the literature, we propose a new view of the Hoeffding decomposition for variance estimation that leads to an unbiased estimator.
Adaptive Inference for Change Points in High-Dimensional Data
In this article, we propose a class of test statistics for a change point in the mean of high-dimensional independent data.
Methodology
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