Multiple change points detection in high-dimensional multivariate regression (Q6052523): Difference between revisions

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+Common breaks in means and variances for panel data
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+The Lasso for High Dimensional Regression with a Possible Change Point
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+Q5214199
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+Reduced rank regression via adaptive nuclear norm penalization
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+Reduced Rank Stochastic Regression with a Sparse Singular value Decomposition
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+Multiple Change-Points Estimation in Linear Regression Models via Sparse Group Lasso
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+Exact matrix completion via convex optimization
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+Regularized Matrix Regression
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+Optimal Detection of Changepoints With a Linear Computational Cost
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+A Cluster Analysis Method for Grouping Means in the Analysis of Variance
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+Wild binary segmentation for multiple change-point detection
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+Estimation of (near) low-rank matrices with noise and high-dimensional scaling
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+Simultaneous analysis of Lasso and Dantzig selector
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+A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers
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+High-Dimensional Statistics
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+Multivariate reduced-rank regression
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+Consistencies and rates of convergence of jump-penalized least squares estimators
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+Nonparametric maximum likelihood approach to multiple change-point problems
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+Guaranteed Minimum-Rank Solutions of Linear Matrix Equations via Nuclear Norm Minimization
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