Improved estimation in tensor regression with multiple change-points

DOI10.1214/22-EJS2035MaRDI QIDQ2169836zbMATH OpenOpenAlexFDO

Authors Mai Ghannam, Sévérien Nkurunziza

Publication date 30 August 2022

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

Full work available at URL https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-16/issue-2/Improved-estimation-in-tensor-regression-with-multiple-change-points/10.1214/22-EJS2035.full

zbMATH Keywords

estimationasymptotic propertymultiple change-pointsJames-Stein estimatorsrandom arraytensor regressiontensor shrinkage estimators

Mathematics Subject Classification ID

Markov processes: hypothesis testing (62M02) Parametric inference under constraints (62F30)

Cites work

• scientific article; zbMATH DE number 54139 (Why is no real title available?)
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Describes a project that uses

Uses Software

• Algorithm 862

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