Robust change point detection method via adaptive LAD-Lasso

DOI10.1007/S00362-017-0927-3zbMATH Open1437.62177OpenAlexW2732941453MaRDI QIDQ2175643FDOQ2175643

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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Cited In (4)

• A weighted U-statistic based change point test for multivariate time series
• Title not available (Why is that?)
• Estimating multiple breaks in mean sequentially with fractionally integrated errors
• Data-driven estimation of change-points with mean shift

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