Simultaneous variable selection and de-coarsening in multi-path change-point models
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Publication:272078
DOI10.1016/J.JMVA.2016.02.001zbMath1334.62103OpenAlexW2267471850MaRDI QIDQ272078
David B. Wolfson, Azadeh Shohoudi, Abbas Khalili, Masoud Asgharian
Publication date: 20 April 2016
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2016.02.001
Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to biology and medical sciences; meta analysis (62P10) Point estimation (62F10) General nonlinear regression (62J02)
Uses Software
Cites Work
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