Model selection by LASSO methods in a change-point model (Q744757): Difference between revisions

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+Strong representations for LAD estimators in linear models
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+Estimation of multiple-regime regressions with least absolutes deviation
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+Estimating and Testing Linear Models with Multiple Structural Changes
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+Simultaneous analysis of Lasso and Dantzig selector
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+The M-estimation in a multi-phase random nonlinear model
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+Estimating nonlinear regression with and without change-points by the LAD method
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+Penalized least absolute deviations estimation for nonlinear model with change-points
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+ESTIMATION, PREDICTION AND INFERENCE FOR THE LASSO RANDOM EFFECTS MODEL
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+Multiple Change-Point Estimation With a Total Variation Penalty
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+Asymptotic results in segmented multiple regression
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+Asymptotics for Lasso-type estimators.
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+Asymptotics of maximum likelihood estimator in a two-phase linear regression model
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+On the distribution of the adaptive LASSO estimator
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+Q4864293
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+Variable selection and estimation in high-dimensional varying-coefficient models
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+Simultaneous change point analysis and variable selection in a regression problem
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+Simultaneous estimation and variable selection in median regression using Lasso-type penalty
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+Estimating the number of change-points via Schwarz' criterion
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+The Adaptive Lasso and Its Oracle Properties
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