Narrowest Significance Pursuit: Inference for Multiple Change-Points in Linear Models
From MaRDI portal
Cites work
- A MOSUM procedure for the estimation of multiple random change points
- Detecting multiple generalized change-points by isolating single ones
- Detection with the scan and the average likelihood ratio
- Estimating and Testing Linear Models with Multiple Structural Changes
- Exact post-selection inference for the generalized Lasso path
- FDR-control in multiscale change-point segmentation
- Heterogeneous change point inference
- scientific article; zbMATH DE number 3976099 (Why is no real title available?)
- scientific article; zbMATH DE number 1111383 (Why is no real title available?)
- Invariance principle under self-normalization for nonidentically distributed random variables
- Limiting distribution for the maximal standardized increment of a random walk
- Minimax estimation of sharp change points
- Multiple change-point detection via a screening and ranking algorithm
- Multiple testing of local extrema for detection of change points
- Multiscale change point detection for dependent data
- Multiscale change point inference. With discussion and authors' reply
- Narrowest-Over-Threshold Detection of Multiple Change Points and Change-Point-Like Features
- Post‐selection inference for changepoint detection algorithms with application to copy number variation data
- Segmentation and estimation of change-point models: false positive control and confidence regions
- Testing for a change in mean after changepoint detection
- Using the generalized likelihood ratio statistic for sequential detection of a change-point
- Variational estimators in statistical multiscale analysis
- Wild binary segmentation for multiple change-point detection
Cited in
(6)- Activation discovery with FDR control: application to fMRI data
- Robust Narrowest Significance Pursuit: Inference for Multiple Change-Points in the Median
- Improving power by conditioning on less in post-selection inference for changepoints
- Post-selection inference for quantifying uncertainty in changes in variance
- A clustering-based integrated narrowest significance pursuit method for change-point estimation in panel data with application
- ART: distribution-free and model-agnostic changepoint detection with finite-sample guarantees
This page was built for publication: Narrowest Significance Pursuit: Inference for Multiple Change-Points in Linear Models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6567956)