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

DOI10.1007/S42519-022-00265-9MaRDI QIDQ2156002zbMATH OpenOpenAlexFDO

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)

• scientific article; zbMATH DE number 7448681 (Why is no real title available?)

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