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. Author manuscript; available in PMC: 2024 Jun 1.
Published in final edited form as: Can J Stat. 2022 Sep 16;51(2):596–629. doi: 10.1002/cjs.11721

Table 3:

Single change point detection for Case 2 with Σ = Σ* under various dimensions and change point locations. The numerical results are based on 100 replications.

dimension p
τ~1 method 200 300 400
Number 0.5 SGL 1.14 ∣ 32 1.30 ∣ 41 1.52 ∣ 40
Mean∣Rate(%) VPWBS 1.02 ∣ 98 1.04 ∣ 96 1.03 ∣ 98
DPA 1.01 ∣ 99 1.00 ∣ 100 1.00 ∣ 100
BSA 1.00 ∣ 100 1.00 ∣ 100 1.00 ∣ 100
0.7 SGL 0.72 ∣ 20 1.16 ∣ 26 1.14 ∣36
VPWBS 0.97 ∣ 97 1.01 ∣ 99 1.05 ∣ 96
DPA 1.00 ∣ 100 1.02 ∣98 1.01 ∣ 99
BSA 0.99 ∣ 99 1.00 ∣98 1.01 ∣ 99
Location 0.5 SGL - - -
Mean∣MSE VPWBS 0.504 ∣ 5.056 0.495 ∣ 3.146 0.498 ∣ 3.572
DPA 0.498 ∣ 2.145 0.502 ∣ 1.423 0.499 ∣ 3.670
BSA 0.493 ∣ 5.897 0.498 ∣ 3.347 0.498 ∣ 4.326
FSA 0.495 ∣ 12.21 0.489 ∣ 20.10 0.492 ∣ 9.374
0.7 SGL - - -
VPWBS 0.694 ∣ 5.959 0.694 ∣ 7.297 0.701 ∣ 6.950
DPA 0.690 ∣ 5.748 0.690 ∣ 6.411 0.691 ∣ 12.75
BSA 0.689 ∣ 9.419 0.694 ∣ 3.973 0.688 ∣ 11.44
FSA 0.689 ∣ 22.41 0.683 ∣ 24.20 0.676 ∣ 27.66