An M-estimation-based criterion for simultaneous change point analysis and variable selection in a regression problem (Q2324141)
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English | An M-estimation-based criterion for simultaneous change point analysis and variable selection in a regression problem |
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An M-estimation-based criterion for simultaneous change point analysis and variable selection in a regression problem (English)
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13 September 2019
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linear models
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variable selection
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change point analysis
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consistency
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computation
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least squares
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M-estimation
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