{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,11,5]],"date-time":"2025-11-05T07:54:38Z","timestamp":1762329278857,"version":"build-2065373602"},"reference-count":39,"publisher":"Springer Science and Business Media LLC","issue":"6","license":[{"start":{"date-parts":[[2025,10,18]],"date-time":"2025-10-18T00:00:00Z","timestamp":1760745600000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/www.springernature.com\/gp\/researchers\/text-and-data-mining"},{"start":{"date-parts":[[2025,10,18]],"date-time":"2025-10-18T00:00:00Z","timestamp":1760745600000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/www.springernature.com\/gp\/researchers\/text-and-data-mining"}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":["Stat Comput"],"published-print":{"date-parts":[[2025,12]]},"DOI":"10.1007\/s11222-025-10752-1","type":"journal-article","created":{"date-parts":[[2025,10,18]],"date-time":"2025-10-18T08:36:25Z","timestamp":1760776585000},"update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":0,"title":["Distance-based CUSUM statistics for high dimensional change points"],"prefix":"10.1007","volume":"35","author":[{"given":"Lupeng","family":"Zhang","sequence":"first","affiliation":[]},{"given":"Reza","family":"Drikvandi","sequence":"additional","affiliation":[]}],"member":"297","published-online":{"date-parts":[[2025,10,18]]},"reference":[{"issue":"2","key":"10752_CR1","doi-asserted-by":"publisher","first-page":"367","DOI":"10.1093\/biomet\/asad079","volume":"111","author":"A Aue","year":"2024","unstructured":"Aue, A., Kirch, C.: The state of cumulative sum sequential changepoint testing 70 years after page. Biometrika 111(2), 367\u2013391 (2024)","journal-title":"Biometrika"},{"issue":"4","key":"10752_CR2","doi-asserted-by":"publisher","first-page":"913","DOI":"10.1093\/biomet\/asu045","volume":"101","author":"M Biswas","year":"2014","unstructured":"Biswas, M., Mukhopadhyay, M., Ghosh, A.K.: A distribution-free two-sample run test applicable to high-dimensional data. Biometrika 101(4), 913\u2013926 (2014)","journal-title":"Biometrika"},{"issue":"1","key":"10752_CR3","doi-asserted-by":"publisher","first-page":"188","DOI":"10.1214\/aos\/1176350699","volume":"16","author":"E Carlstein","year":"1988","unstructured":"Carlstein, E.: Nonparametric change-point estimation. Ann. Stat. 16(1), 188\u2013197 (1988)","journal-title":"Ann. Stat."},{"key":"10752_CR4","unstructured":"Chakraborty, S., Zhang, X.: High-dimensional change-point detection using generalized homogeneity metrics. arXiv preprint arXiv:2105.08976 (2021)"},{"issue":"1","key":"10752_CR5","doi-asserted-by":"publisher","first-page":"139","DOI":"10.1214\/14-AOS1269","volume":"43","author":"H Chen","year":"2015","unstructured":"Chen, H., Zhang, N.: Graph-based change-point detection. Ann. Stat. 43(1), 139\u2013176 (2015)","journal-title":"Ann. Stat."},{"issue":"1","key":"10752_CR6","doi-asserted-by":"publisher","first-page":"382","DOI":"10.1214\/18-AOS1691","volume":"47","author":"L Chu","year":"2019","unstructured":"Chu, L., Chen, H.: Asymptotic distribution-free change-point detection for multivariate and non-Euclidean data. Ann. Stat. 47(1), 382\u2013414 (2019)","journal-title":"Ann. Stat."},{"key":"10752_CR7","unstructured":"Cs\u00f6rg\u00f6, M., Horv\u00e1th, L.: Limit theorems in change-point analysis. Wiley Series in Probability and Statistics (1997)"},{"issue":"537","key":"10752_CR8","doi-asserted-by":"publisher","first-page":"444","DOI":"10.1080\/01621459.2020.1785477","volume":"117","author":"H Dette","year":"2022","unstructured":"Dette, H., Pan, G., Yang, Q.: Estimating a change point in a sequence of very high-dimensional covariance matrices. J. Am. Stat. Assoc. 117(537), 444\u2013454 (2022)","journal-title":"J. Am. Stat. Assoc."},{"key":"10752_CR9","unstructured":"D\u00f6rnemann, N., Dette, H.: Detecting change points of covariance matrices in high dimensions. arXiv preprint arXiv:2409.15588 (2024)"},{"key":"10752_CR10","doi-asserted-by":"crossref","unstructured":"Drikvandi, R., Modarres, R.: A distribution-free method for change point detection in non-sparse high dimensional data. Journal of Computational and Graphical Statistics, 0(0):1\u201316 (2024)","DOI":"10.1080\/10618600.2024.2365733"},{"issue":"3","key":"10752_CR11","doi-asserted-by":"publisher","first-page":"1471","DOI":"10.1214\/aos\/1176348257","volume":"19","author":"L Dumbgen","year":"1991","unstructured":"Dumbgen, L.: The asymptotic behavior of some nonparametric change-point estimators. Ann. Stat. 19(3), 1471\u20131495 (1991)","journal-title":"Ann. Stat."},{"key":"10752_CR12","doi-asserted-by":"publisher","first-page":"255","DOI":"10.1007\/s00779-005-0046-3","volume":"10","author":"N Eagle","year":"2006","unstructured":"Eagle, N., Pentland, A.: Reality mining: sensing complex social systems. Pers. Ubiquit. Comput. 10, 255\u2013268 (2006)","journal-title":"Pers. Ubiquit. Comput."},{"issue":"4","key":"10752_CR13","doi-asserted-by":"publisher","first-page":"2051","DOI":"10.1214\/18-AOS1740","volume":"47","author":"F Enikeeva","year":"2019","unstructured":"Enikeeva, F., Harchaoui, Z.: High-dimensional change-point detection under sparse alternatives. Ann. Stat. 47(4), 2051\u20132079 (2019)","journal-title":"Ann. Stat."},{"issue":"3","key":"10752_CR14","doi-asserted-by":"publisher","first-page":"1023","DOI":"10.1111\/rssb.12540","volume":"84","author":"B Follain","year":"2022","unstructured":"Follain, B., Wang, T., Samworth, R.J.: High-dimensional changepoint estimation with heterogeneous missingness. J. R. Stat. Soc. Ser. B Stat Methodol. 84(3), 1023\u20131055 (2022)","journal-title":"J. R. Stat. Soc. Ser. B Stat Methodol."},{"issue":"6","key":"10752_CR15","doi-asserted-by":"publisher","first-page":"2243","DOI":"10.1214\/14-AOS1245","volume":"42","author":"P Fryzlewicz","year":"2014","unstructured":"Fryzlewicz, P.: Wild binary segmentation for multiple change-point detection. Ann. Stat. 42(6), 2243\u20132281 (2014)","journal-title":"Ann. Stat."},{"issue":"2","key":"10752_CR16","doi-asserted-by":"publisher","first-page":"4440","DOI":"10.1214\/18-EJS1513","volume":"12","author":"D Garreau","year":"2018","unstructured":"Garreau, D., Arlot, S.: Consistent change-point detection with kernels. Electronic Journal of Statistics 12(2), 4440\u20134486 (2018)","journal-title":"Electronic Journal of Statistics"},{"issue":"4","key":"10752_CR17","doi-asserted-by":"publisher","first-page":"1155","DOI":"10.1007\/s11222-020-09940-y","volume":"30","author":"T Grundy","year":"2020","unstructured":"Grundy, T., Killick, R., Mihaylov, G.: High-dimensional changepoint detection via a geometrically inspired mapping. Stat. Comput. 30(4), 1155\u20131166 (2020)","journal-title":"Stat. Comput."},{"key":"10752_CR18","doi-asserted-by":"publisher","first-page":"1691","DOI":"10.1007\/s11222-020-09966-2","volume":"30","author":"G Hahn","year":"2020","unstructured":"Hahn, G., Fearnhead, P., Eckley, I.A.: Bayesproject: Fast computation of a projection direction for multivariate changepoint detection. Stat. Comput. 30, 1691\u20131705 (2020)","journal-title":"Stat. Comput."},{"issue":"3","key":"10752_CR19","doi-asserted-by":"publisher","first-page":"427","DOI":"10.1111\/j.1467-9868.2005.00510.x","volume":"67","author":"P Hall","year":"2005","unstructured":"Hall, P., Marron, J.S., Neeman, A.: Geometric representation of high dimension, low sample size data. J. R. Stat. Soc. Ser. B Stat Methodol. 67(3), 427\u2013444 (2005)","journal-title":"J. R. Stat. Soc. Ser. B Stat Methodol."},{"issue":"4","key":"10752_CR20","doi-asserted-by":"publisher","first-page":"1082","DOI":"10.1111\/rssb.12501","volume":"84","author":"S Jewell","year":"2022","unstructured":"Jewell, S., Fearnhead, P., Witten, D.: Testing for a change in mean after changepoint detection. J. R. Stat. Soc. Ser. B Stat Methodol. 84(4), 1082\u20131104 (2022)","journal-title":"J. R. Stat. Soc. Ser. B Stat Methodol."},{"issue":"500","key":"10752_CR21","doi-asserted-by":"publisher","first-page":"1590","DOI":"10.1080\/01621459.2012.737745","volume":"107","author":"R Killick","year":"2012","unstructured":"Killick, R., Fearnhead, P., Eckley, I.A.: Optimal detection of changepoints with a linear computational cost. J. Am. Stat. Assoc. 107(500), 1590\u20131598 (2012)","journal-title":"J. Am. Stat. Assoc."},{"issue":"1","key":"10752_CR22","doi-asserted-by":"publisher","first-page":"193","DOI":"10.1111\/rssb.12108","volume":"78","author":"S Lee","year":"2016","unstructured":"Lee, S., Seo, M.H., Shin, Y.: The lasso for high dimensional regression with a possible change point. J. R. Stat. Soc. Ser. B Stat Methodol. 78(1), 193\u2013210 (2016)","journal-title":"J. R. Stat. Soc. Ser. B Stat Methodol."},{"issue":"1","key":"10752_CR23","doi-asserted-by":"publisher","first-page":"157","DOI":"10.1080\/10485252.2019.1710505","volume":"32","author":"J Li","year":"2020","unstructured":"Li, J.: Asymptotic distribution-free change-point detection based on interpoint distances for high-dimensional data. Journal of Nonparametric Statistics 32(1), 157\u2013184 (2020)","journal-title":"Journal of Nonparametric Statistics"},{"key":"10752_CR24","unstructured":"Li, J., Xu, M., Zhong, P.-S., Li, L.: Change point detection in the mean of high-dimensional time series data under dependence. arXiv preprint arXiv:1903.07006 (2019)"},{"issue":"1","key":"10752_CR25","doi-asserted-by":"publisher","first-page":"942","DOI":"10.1214\/24-EJS2221","volume":"18","author":"Z Li","year":"2024","unstructured":"Li, Z., Gao, J.: Efficient change point detection and estimation in high-dimensional correlation matrices. Electronic Journal of Statistics 18(1), 942\u2013979 (2024)","journal-title":"Electronic Journal of Statistics"},{"key":"10752_CR26","doi-asserted-by":"publisher","DOI":"10.1016\/j.jmva.2021.104833","volume":"188","author":"B Liu","year":"2022","unstructured":"Liu, B., Zhang, X., Liu, Y.: High dimensional change point inference: Recent developments and extensions. J. Multivar. Anal. 188, 104833 (2022)","journal-title":"J. Multivar. Anal."},{"issue":"3","key":"10752_CR27","doi-asserted-by":"publisher","first-page":"1069","DOI":"10.1214\/aos\/1032526956","volume":"24","author":"J-F Maa","year":"1996","unstructured":"Maa, J.-F., Pearl, D.K., Bartoszy\u0144ski, R.: Reducing multidimensional two-sample data to one-dimensional interpoint comparisons. Ann. Stat. 24(3), 1069\u20131074 (1996)","journal-title":"Ann. Stat."},{"issue":"505","key":"10752_CR28","doi-asserted-by":"publisher","first-page":"334","DOI":"10.1080\/01621459.2013.849605","volume":"109","author":"DS Matteson","year":"2014","unstructured":"Matteson, D.S., James, N.A.: A nonparametric approach for multiple change point analysis of multivariate data. J. Am. Stat. Assoc. 109(505), 334\u2013345 (2014)","journal-title":"J. Am. Stat. Assoc."},{"key":"10752_CR29","unstructured":"Montgomery, D.C.: Introduction to statistical quality control. John Wiley & Sons (2007)"},{"issue":"1\/2","key":"10752_CR30","doi-asserted-by":"publisher","first-page":"100","DOI":"10.2307\/2333009","volume":"41","author":"ES Page","year":"1954","unstructured":"Page, E.S.: Continuous inspection schemes. Biometrika 41(1\/2), 100\u2013115 (1954)","journal-title":"Biometrika"},{"issue":"336","key":"10752_CR31","doi-asserted-by":"publisher","first-page":"846","DOI":"10.1080\/01621459.1971.10482356","volume":"66","author":"WM Rand","year":"1971","unstructured":"Rand, W.M.: Objective criteria for the evaluation of clustering methods. J. Am. Stat. Assoc. 66(336), 846\u2013850 (1971)","journal-title":"J. Am. Stat. Assoc."},{"issue":"537","key":"10752_CR32","doi-asserted-by":"publisher","first-page":"251","DOI":"10.1080\/01621459.2020.1770097","volume":"117","author":"A Safikhani","year":"2022","unstructured":"Safikhani, A., Shojaie, A.: Joint structural break detection and parameter estimation in high-dimensional nonstationary var models. J. Am. Stat. Assoc. 117(537), 251\u2013264 (2022)","journal-title":"J. Am. Stat. Assoc."},{"key":"10752_CR33","unstructured":"Statista Research Department (2022). Weekly development of the s &p 500 index from january 2020 to september 2022. https:\/\/www.statista.com\/statistics\/1104270\/weekly-sandp-500-index-performance\/"},{"key":"10752_CR34","unstructured":"Vostrikova, L.Y.: Detecting \u201cdisorder\u201d in multidimensional random processes. In Doklady akademii nauk, volume 259, pages 270\u2013274. Russian Academy of Sciences (1981)"},{"issue":"1","key":"10752_CR35","doi-asserted-by":"publisher","first-page":"57","DOI":"10.1111\/rssb.12243","volume":"80","author":"T Wang","year":"2018","unstructured":"Wang, T., Samworth, R.J.: High dimensional change point estimation via sparse projection. J. R. Stat. Soc. Ser. B Stat Methodol. 80(1), 57\u201383 (2018)","journal-title":"J. R. Stat. Soc. Ser. B Stat Methodol."},{"issue":"1","key":"10752_CR36","doi-asserted-by":"publisher","first-page":"59","DOI":"10.1109\/TMM.2019.2923097","volume":"22","author":"W Xiao","year":"2019","unstructured":"Xiao, W., Huang, X., He, F., Silva, J., Emrani, S., Chaudhuri, A.: Online robust principal component analysis with change point detection. IEEE Trans. Multimedia 22(1), 59\u201368 (2019)","journal-title":"IEEE Trans. Multimedia"},{"issue":"2","key":"10752_CR37","doi-asserted-by":"publisher","first-page":"247","DOI":"10.1111\/rssb.12406","volume":"83","author":"M Yu","year":"2021","unstructured":"Yu, M., Chen, X.: Finite sample change point inference and identification for high-dimensional mean vectors. J. R. Stat. Soc. Ser. B Stat Methodol. 83(2), 247\u2013270 (2021)","journal-title":"J. R. Stat. Soc. Ser. B Stat Methodol."},{"key":"10752_CR38","doi-asserted-by":"crossref","unstructured":"Zhang, L., Drikvandi, R.: High dimensional change points: Challenges and some proposals. In Proceedings of the 5th International Conference on Statistics: Theory and Applications. Paper No. 142 (2023)","DOI":"10.11159\/icsta23.142"},{"issue":"2","key":"10752_CR39","doi-asserted-by":"publisher","first-page":"1189","DOI":"10.3150\/20-BEJ1270","volume":"27","author":"C Zhu","year":"2021","unstructured":"Zhu, C., Shao, X.: Interpoint distance based two sample tests in high dimension. Bernoulli 27(2), 1189\u20131211 (2021)","journal-title":"Bernoulli"}],"container-title":["Statistics and Computing"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/link.springer.com\/content\/pdf\/10.1007\/s11222-025-10752-1.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/link.springer.com\/article\/10.1007\/s11222-025-10752-1\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/link.springer.com\/content\/pdf\/10.1007\/s11222-025-10752-1.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2025,11,5]],"date-time":"2025-11-05T07:17:58Z","timestamp":1762327078000},"score":1,"resource":{"primary":{"URL":"https:\/\/link.springer.com\/10.1007\/s11222-025-10752-1"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2025,10,18]]},"references-count":39,"journal-issue":{"issue":"6","published-print":{"date-parts":[[2025,12]]}},"alternative-id":["10752"],"URL":"https:\/\/doi.org\/10.1007\/s11222-025-10752-1","relation":{},"ISSN":["0960-3174","1573-1375"],"issn-type":[{"type":"print","value":"0960-3174"},{"type":"electronic","value":"1573-1375"}],"subject":[],"published":{"date-parts":[[2025,10,18]]},"assertion":[{"value":"11 December 2024","order":1,"name":"received","label":"Received","group":{"name":"ArticleHistory","label":"Article History"}},{"value":"9 October 2025","order":2,"name":"accepted","label":"Accepted","group":{"name":"ArticleHistory","label":"Article History"}},{"value":"18 October 2025","order":3,"name":"first_online","label":"First Online","group":{"name":"ArticleHistory","label":"Article History"}},{"order":1,"name":"Ethics","group":{"name":"EthicsHeading","label":"Declarations"}},{"value":"The authors declare no competing interests.","order":2,"name":"Ethics","group":{"name":"EthicsHeading","label":"Competing interests"}}],"article-number":"215"}}