Multiple change points detection in high-dimensional multivariate regression

DOI10.1007/S11424-022-1205-6MaRDI QIDQ6052523zbMATH OpenFDO

Authors Xiaoyan Ma, Qin Zhou, Xue-Min Zi

Publication date 22 September 2023

Published in Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S11424-022-1205-6

zbMATH Keywords

consistencydynamic programminglow-rank structuremulti-task learningnuclear norm

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(4)

• Change-point detection in high-dimensional covariance structure
• A variable selection approach to multiple change-points detection with ordinal data
• On estimation of the change points in multivariate regression models with structural changes
• Change-point detection in a tensor regression model

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