Multiple change-points estimation in linear regression models via an adaptive Lasso expectile loss function

DOI10.1007/S42519-022-00265-9OpenAlexW4281486466MaRDI QIDQ2156002FDOQ2156002

Authors: Gabriela Ciuperca, Nicolas Dulac 

Publication date: 15 July 2022

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s42519-022-00265-9

zbMATH Keywords

feature selectionexpectilelinear regressionchange-pointsadaptive Lasso

Mathematics Subject Classification ID

Nonparametric inference (62Gxx) Parametric inference (62Fxx) Linear inference, regression (62Jxx)

Cites Work

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Cited In (1)

• Title not available (Why is that?)

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