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Hao-Ran Li

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Preprint Sep 2026

Detecting Structural Changes in High-Dimensional Multivariate Regression Models

We study structural-change testing in multivariate linear regression when the response dimension is proportional to the sample size and the number of predictors is fixed. Despite its relevance to applications across a broad range of fields, this problem remains underexplored. The alternatives of interest allow multiple...

Hao-Ran Li · 0 citations

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