Consistent selection of the number of change-points via sample-splitting
From MaRDI portal
Recommendations
- Estimating the locations and number of change points by the sample-splitting method
- Data-driven selection of the number of change-points via error rate control
- Consistent multiple testing for change points
- Change-point estimation under adaptive sampling
- scientific article; zbMATH DE number 5280102
- Estimating the number of change-points via Schwarz' criterion
- An estimator of the number of change points based on a weak invariance principle
- Changepoint estimation: another look at multiple testing problems
Cites work
- scientific article; zbMATH DE number 4169866 (Why is no real title available?)
- scientific article; zbMATH DE number 1034037 (Why is no real title available?)
- A Modified Bayes Information Criterion with Applications to the Analysis of Comparative Genomic Hybridization Data
- A computationally efficient nonparametric approach for changepoint detection
- A limit theorem for the maximum of normalized sums of independent random variables
- A nonparametric approach for multiple change point analysis of multivariate data
- Algorithms for the optimal identification of segment neighborhoods
- Asymptotic properties of criteria for selection of variables in multiple regression
- Can the strengths of AIC and BIC be shared? A conflict between model indentification and regression estimation
- Change point estimation using nonparametric regression
- Change-point detection in multinomial data with a large number of categories
- Changepoint estimation: another look at multiple testing problems
- Consistency of AIC and BIC in estimating the number of significant components in high-dimensional principal component analysis
- Consistency of cross validation for comparing regression procedures
- Discontinuous versus smooth regression
- Estimating and Testing Linear Models with Multiple Structural Changes
- Estimating the dimension of a model
- Estimating the number of change-points via Schwarz' criterion
- Estimation of multiple-regime regressions with least absolutes deviation
- Fitting multiple change-point models to data
- Gaussian model selection
- Inference of Trends in Time Series
- Linear Model Selection by Cross-Validation
- Model selection via multifold cross validation
- Multiple Change-Point Estimation With a Total Variation Penalty
- Multiple change-point detection via a screening and ranking algorithm
- Multiple change-point detection: a selective overview
- Multiple changepoint fitting via quasilikelihood, with application to DNA sequence segmentation
- Nonparametric maximum likelihood approach to multiple change-point problems
- Nonparametric multiple change-point estimators
- Optimal detection of changepoints with a linear computational cost
- Optimal sparse segment identification with application in copy number variation analysis
- Parametric statistical change point analysis. With applications to genetics, medicine, and finance
- Segmentation of the mean of heteroscedastic data via cross-validation
- Structural breaks in time series
- Testing and Locating Variance Changepoints with Application to Stock Prices
- The jackknife and the bootstrap for general stationary observations
- The maximum likelihood method for testing changes in the parameters of normal observations
- The screening and ranking algorithm to detect DNA copy number variations
- Using penalized contrasts for the change-point problem
- Wild binary segmentation for multiple change-point detection
Cited in
(22)- A modified information criterion for tuning parameter selection in 1d fused LASSO for inference on multiple change points
- Estimating the locations and number of change points by the sample-splitting method
- Cross-validation for change-point regression: pitfalls and solutions
- A stable and adaptive polygenic signal detection method based on repeated sample splitting
- Data-driven selection of the number of change-points via error rate control
- Multiple change-points estimation in linear regression models via an adaptive Lasso expectile loss function
- Asymptotic properties of semiparametric \(M\)-estimators with multiple change points
- Determining the number of change-point via high-dimensional cross-validation
- Activation discovery with FDR control: application to fMRI data
- Change-point testing for parallel data sets with FDR control
- High-dimensional data segmentation in regression settings permitting temporal dependence and non-Gaussianity
- Moving Sum Procedure for Change Point Detection under Piecewise Linearity
- Multiple change-point detection for regression curves
- cpss
- Determining the number of change-points in high-dimensional factor models by cross-validation with matrix completion
- Robust online detection in serially correlated directed network
- crossvalidationCP
- Selecting the number of change-points in segmented line regression
- scientific article; zbMATH DE number 7626763 (Why is no real title available?)
- Data-Driven Determination of the Number of Jumps in Regression Curves
- Change point detection for high dimensional data via kernel measure with application to human aging brain data
- Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points
This page was built for publication: Consistent selection of the number of change-points via sample-splitting
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q99318)
