A sequential multiple change-point detection procedure via VIF regression

DOI10.1007/S00180-015-0587-5zbMATH Open1342.65062OpenAlexW600903962MaRDI QIDQ155754FDOQ155754

Xiang-Sheng Wang, Yuehua Wu, Dongwei Wei, Xiaoping Shi, Yuehua Wu, Xiaoping Shi, Xiang-Sheng Wang, Dongwei Wei

Publication date: 3 June 2015

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-015-0587-5

zbMATH Keywords

variable selectionCUSUMpartitionmean-shift modelvariance inflation factor regression algorithm

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Sequential statistical analysis (62L10)

Cites Work

• Product partition models for change point problems
• A Cluster Analysis Method for Grouping Means in the Analysis of Variance
• Algorithms for the optimal identification of segment neighborhoods
• Parametric Statistical Change Point Analysis
• Title not available (Why is that?)
• Optimal Detection of Changepoints With a Linear Computational Cost
• A Nonparametric Approach for Multiple Change Point Analysis of Multivariate Data
• Multiple Change-Point Estimation With a Total Variation Penalty
• Circular binary segmentation for the analysis of array-based DNA copy number data
• A Bayesian Analysis for Change Point Problems
• VIF Regression: A Fast Regression Algorithm for Large Data
• A novel and fast methodology for simultaneous multiple structural break estimation and variable selection for nonstationary time series models

Cited In (6)

• Detection of multiple change-points in the scale parameter of a gamma distributed sequence based on reversible jump MCMC
• VIFCP
• Bayesian sieve methods: approximation rates and adaptive posterior contraction rates
• A novel group VIF regression for group variable selection with application to multiple change-point detection
• Data-driven estimation of change-points with mean shift
• Beta approximation and its applications

Uses Software

• changepoint
• bcp
• DNAcopy
• VIFCP

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