Inference for change points in high dimensional mean shift models
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Cites work
- scientific article; zbMATH DE number 7255138 (Why is no real title available?)
- scientific article; zbMATH DE number 7626763 (Why is no real title available?)
- A MOSUM procedure for the estimation of multiple random change points
- Approximating the distribution of the maximum likelihood estimate of the change-point in a sequence of independent random variables
- BOOTSTRAP INFERENCE FOR MULTIPLE CHANGE-POINTS IN TIME SERIES
- Bootstrap confidence intervals for multiple change points based on moving sum procedures
- Change-point detection in panel data via double CUSUM statistic
- Change-point problem and bootstrap
- De-noising by soft-thresholding
- Estimating and Testing Linear Models with Multiple Structural Changes
- High dimensional change point estimation via sparse projection
- Inference of Breakpoints in High-dimensional Time Series
- Inference on the change point under a high dimensional sparse mean shift
- LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
- Minimax rates in sparse, high-dimensional change point detection
- Multiple Change-Point Estimation With a Total Variation Penalty
- Multiple change-point detection: a selective overview
- Multiple-Change-Point Detection for High Dimensional Time Series via Sparsified Binary Segmentation
- Multiscale change point inference. With discussion and authors' reply
- On adaptive estimation
- Optimal change-point detection and localization
- Square-root lasso: pivotal recovery of sparse signals via conic programming
- Uniform change point tests in high dimension
- Wild binary segmentation for multiple change-point detection
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