Most recent changepoint detection in censored panel data

DOI10.1007/s00180-020-01028-5zbMath1505.62376MaRDI QIDQ1995859

Sajid Ali, Ismail Shah, Hajra Siddiqa

Publication date: 25 February 2021

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

Full work available at URL: https://doi.org/10.1007/s00180-020-01028-5

zbMATH Keywords

CUSUM; cost function; high dimensional data; change point; binary segmentation; panel censored data

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

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Uses Software

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• ecp