Detection of multiple undocumented change-points using adaptive Lasso

DOI10.1080/02664763.2013.862220MaRDI QIDQ3179235zbMATH OpenOpenAlexFDO

Authors

Publication date 21 December 2016

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02664763.2013.862220

zbMATH Keywords

adaptive Lassomodel selection criterionmultiple undocumented change-pointsmultivariate \(t\) simultaneous confidence intervalssuccessive GLRT

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Geostatistics (86A32)

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Cites work

• A Cluster Analysis Method for Grouping Means in the Analysis of Variance
• Degrees of freedom in lasso problems
• Detection and Correction of Artificial Shifts in Climate Series
• Detection of multiple change-points in multivariate time series
• Least angle regression. (With discussion)
• Mean shift testing in correlated data
• Multiple Change-Point Estimation With a Total Variation Penalty
• New weighted portmanteau statistics for time series goodness of fit testing
• Sparse kernel learning with LASSO and Bayesian inference algorithm
• Spatial smoothing and hot spot detection for CGH data using the fused lasso
• The Adaptive Lasso and Its Oracle Properties
• The likelihood ratio test for a change-point in simple linear regression
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(8)

• A comparison of single and multiple changepoint techniques for time series data
• Parametric methodologies for detecting changes in maximum temperature of Tlaxco, Tlaxcala, México
• scientific article; zbMATH DE number 7448681 (Why is no real title available?)
• Semi-parametric segmentation of multiple series using a DP-Lasso strategy
• On optimal segmentation and parameter tuning for multiple change-point detection and inference
• A sequential feature selection approach to change point detection in mean-shift change point models
• Change point detection using Bayesian adaptive LASSO quantile regression
• Hybrid Smoothing for Anomaly Detection in Time Series

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