Monitoring sequential structural changes in penalized high-dimensional linear models

DOI10.1080/07474946.2021.1940500MaRDI QIDQ5012705zbMATH OpenOpenAlexFDO

Authors Suthakaran Ratnasingam, Wei Ning

Publication date 25 November 2021

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474946.2021.1940500

zbMATH Keywords

high dimensionlinear regression modelSCADsequential changes

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Sequential statistical analysis (62L10)

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Cites work

• Asymptotic results in segmented multiple regression
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• CONTINUOUS INSPECTION SCHEMES
• scientific article; zbMATH DE number 5957408 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Model selection by LASSO methods in a change-point model
• Monitoring changes in linear models
• Monitoring Structural Change
• Multiple Change-Point Estimation With a Total Variation Penalty
• Nonconcave penalized likelihood with a diverging number of parameters.
• On Optimum Methods in Quickest Detection Problems
• On sequential detection of parameter changes in linear regression
• Procedures for Reacting to a Change in Distribution
• Real time change-point detection in a model by adaptive LASSO and CUSUM
• Regularization and Variable Selection Via the Elastic Net
• Sequential analysis. Tests and confidence intervals
• Sequential change point detection for high‐dimensional data using nonconvex penalized quantile regression
• Sequential change point detection in linear quantile regression models
• Sequential change-point detection based on nearest neighbors
• Smoothly clipped absolute deviation on high dimensions
• The Adaptive Lasso and Its Oracle Properties
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(4)

• Sequential Monitoring for Changes in Models with a Polynomial Trend
• Sequential monitoring of high‐dimensional time series
• Real-time change point detection in linear models using the ranking selection procedure
• Change point detection in SCAD-penalized dynamic panel models

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