Multiscale Quantile Segmentation (Q5881143): Difference between revisions

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+Segmented Model Selection in Quantile Regression Using the Minimum Description Length Principle
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+Piecewise quantile autoregressive modeling for nonstationary time series
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+Narrowest-Over-Threshold Detection of Multiple Change Points and Change-Point-Like Features
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+Multiscale blind source separation
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+The theory of dynamic programming
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+\(\ell_1\)-penalized quantile regression in high-dimensional sparse models
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+Consistencies and rates of convergence of jump-penalized least squares estimators
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+New efficient algorithms for multiple change-point detection with reproducing kernels
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+Asymptotic distribution-free change-point detection for multivariate and non-Euclidean data
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+Recursive computation of piecewise constant volatilities
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+Local extremes, runs, strings and multiresolution. (With discussion)
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+New goodness-of-fit tests and their application to nonparametric confidence sets
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+Extensions of smoothing via taut strings
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+Multiscale testing of qualitative hypotheses
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+Multiscale inference about a density
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+Bump detection in the presence of dependency: does it ease or does it load?
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+Changepoint Detection in the Presence of Outliers
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+Multiscale Change Point Inference
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+Wild binary segmentation for multiple change-point detection
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+Tail-greedy bottom-up data decompositions and fast multiple change-point detection
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+On estimation of isotonic piecewise constant signals
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+Multivariate quantiles and multiple-output regression quantiles: from \(L_{1}\) optimization to halfspace depth
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+Multiple Change-Point Estimation With a Total Variation Penalty
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+A computationally efficient nonparametric approach for changepoint detection
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+Optimal Sparse Segment Identification With Application in Copy Number Variation Analysis
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+Optimal Detection of Changepoints With a Linear Computational Cost
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+Q3413299
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+Oracle Estimation of a Change Point in High-Dimensional Quantile Regression
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+FDR-control in multiscale change-point segmentation
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+Quantiles for Counts
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+A Nonparametric Approach for Multiple Change Point Analysis of Multivariate Data
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+The screening and ranking algorithm to detect DNA copy number variations
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+Optimal Nonparametric Multivariate Change Point Detection and Localization
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+Heterogeneous Change Point Inference
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+Detection of Multiple Structural Breaks in Multivariate Time Series
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+An analysis of variance test for normality (complete samples)
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+Change-Points: From Sequential Detection to Biology and Back
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+Multiscale local change point detection with applications to value-at-risk
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+Autocovariance Estimation in Regression with a Discontinuous Signal and <i>m</i>‐Dependent Errors: A Difference‐Based Approach
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+Q3290184
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+Change-point detection in multinomial data with a large number of categories
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+A Modified Bayes Information Criterion with Applications to the Analysis of Comparative Genomic Hybridization Data
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+Nonparametric maximum likelihood approach to multiple change-point problems
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