Change-point detection in a tensor regression model
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Cites work
- A class of Stein-rules in multivariate regression model with structural changes
- An Introduction to Functional Central Limit Theorems for Dependent Stochastic Processes
- Change‐point monitoring in linear models
- Estimating and Testing Linear Models with Multiple Structural Changes
- Estimating and Testing Structural Changes in Multivariate Regressions
- Estimating restricted structural change models
- Estimation of a change-point in the mean function of functional data
- Evaluating stationarity via change-point alternatives with applications to fMRI data
- scientific article; zbMATH DE number 4034749 (Why is no real title available?)
- scientific article; zbMATH DE number 54139 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- Inference for single and multiple change-points in time series
- Multiple change points detection in high-dimensional multivariate regression
- Multiple Change-Points Estimation in Linear Regression Models via Sparse Group Lasso
- On the invariance principle for nonstationary mixingales
- Smooth change point estimation in regression models with random design
- Tensor Decompositions and Applications
- Tensor Regression with Applications in Neuroimaging Data Analysis
- The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes
- The Lasso for high dimensional regression with a possible change point
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