Change point detection for high-dimensional linear models: a general tail-adaptive approach
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Cites work
- A Unified Data-Adaptive Framework for High Dimensional Change Point Detection
- An efficient two step algorithm for high dimensional change point regression models without grid search
- Change point estimation in high dimensional Markov random-field models
- Composite quantile regression and the oracle model selection theory
- CONTROL CHARTS WITH WARNING LINES
- Detecting Changes in Linear Regressions
- Efficient multiple change point detection for high‐dimensional generalized linear models
- Estimating and Testing Linear Models with Multiple Structural Changes
- Estimating structural changes in regression quantiles
- scientific article; zbMATH DE number 7626763 (Why is no real title available?)
- Modelling the COVID-19 Infection Trajectory: A Piecewise Linear Quantile Trend Model
- Oracle estimation of a change point in high-dimensional quantile regression
- Regression Quantiles
- Relevant change points in high dimensional time series
- Testing for change points due to a covariate threshold in quantile regression
- Testing for change points in time series
- Testing for structural change in regression quantiles
- 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
- Two-Sample Tests for High-Dimensional Linear Regression with an Application to Detecting Interactions
- Uniform change point tests in high dimension
- Wild binary segmentation for multiple change-point detection
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