Multivariate analysis of variance and change points estimation for high‐dimensional longitudinal data

• Published in: Scandinavian journal of statistics Vol. 48; no. 2; pp. 375 - 405
• Main Authors: Zhong, Ping‐Shou, Li, Jun, Kokoszka, Piotr
• Format: Journal Article
• Language: English
• Published: Oxford Blackwell Publishing Ltd 01.06.2021
• Subjects: change points; fMRI data; high‐dimensional means; Homogeneity; longitudinal data; Multivariate analysis; Segmentation; spatial dependence; Statistical tests; temporal dependence; Variance analysis

This article considers the problem of testing temporal homogeneity of p‐dimensional population mean vectors from repeated measurements on n subjects over T times. To cope with the challenges brought about by high‐dimensional longitudinal data, we propose methodology that takes into account not only...