Robust change point detection method via adaptive LAD-Lasso

DOI10.1007/S00362-017-0927-3MaRDI QIDQ2175643zbMATH OpenOpenAlexFDO

Authors Qiang Li, Liming Wang

Publication date 29 April 2020

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00362-017-0927-3

zbMATH Keywords

variable selectionchange point detectionrobustnessscreeningadaptive LAD-Lassoleast absolute deviation (LAD)

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Nonparametric robustness (62G35) Applications of statistics to biology and medical sciences; meta analysis (62P10) Ridge regression; shrinkage estimators (Lasso) (62J07) Protein sequences, DNA sequences (92D20)

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• Estimating nonlinear regression with and without change-points by the LAD method

Cites work

• scientific article; zbMATH DE number 5957408 (Why is no real title available?)
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Cited in

(9)

• Changepoint detection by the quantile Lasso method
• Change-point detection in a linear model by adaptive fused quantile method
• Model selection by LASSO methods in a change-point model
• A weighted U-statistic based change point test for multivariate time series
• Robust mean change-point detecting through Laplace linear regression using EM algorithm
• Estimating multiple breaks in mean sequentially with fractionally integrated errors
• scientific article; zbMATH DE number 7448681 (Why is no real title available?)
• Data-driven estimation of change-points with mean shift
• Detection of multiple undocumented change-points using adaptive Lasso

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