Pages that link to "Item:Q2981821"

The following pages link to SHRINKAGE ESTIMATION OF REGRESSION MODELS WITH MULTIPLE STRUCTURAL CHANGES (Q2981821):

Displaying 22 items.

• Test by adaptive Lasso quantile method for real-time detection of a change-point (Q1669885) (← links)
• Estimation of large dimensional factor models with an unknown number of breaks (Q1792477) (← links)
• Changepoint in dependent and non-stationary panels (Q2208373) (← links)
• Identifying latent group structures in nonlinear panels (Q2224976) (← links)
• Changepoint detection by the quantile Lasso method (Q2301226) (← links)
• A penalized regression approach for DNA copy number study using the sequencing data (Q2325029) (← links)
• Group fused Lasso for large factor models with multiple structural breaks (Q2688655) (← links)
• High-dimensional VARs with common factors (Q2688656) (← links)
• Multiple structural breaks in cointegrating regressions: a model selection approach (Q2700541) (← links)
• Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions (Q5030952) (← links)
• A modified information criterion for tuning parameter selection in 1d fused LASSO for inference on multiple change points (Q5107787) (← links)
• IDENTIFYING LATENT GROUPED PATTERNS IN COINTEGRATED PANELS (Q5112014) (← links)
• Detection of similar successive groups in a model with diverging number of variable groups (Q5113796) (← links)
• Shrinkage quantile regression for panel data with multiple structural breaks (Q6059398) (← links)
• Efficient multiple change point detection for high‐dimensional generalized linear models (Q6059464) (← links)
• Penetrating sporadic return predictability (Q6090551) (← links)
• Estimation and identification of latent group structures in panel data (Q6108310) (← links)
• Shrinkage estimation of multiple threshold factor models (Q6108331) (← links)
• (Q6125993) (← links)
• Testing for explosive bubbles: a review (Q6160719) (← links)
• Active-set based block coordinate descent algorithm in group LASSO for self-exciting threshold autoregressive model (Q6581310) (← links)
• Variable selection in high dimensional linear regressions with parameter instability (Q6664675) (← links)