Change-point estimators with true identification property

DOI10.3150/16-BEJ890zbMath1380.62098MaRDI QIDQ2405197

Chi Tim Ng, Youngjo Lee, Woo-Joo Lee

Publication date: 21 September 2017

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1501142457

zbMATH Keywords

consistencypenalized likelihoodchange point

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Point estimation (62F10)

Related Items (3)

Change-point estimation in the multivariate model taking into account the dependence: application to the vegetative development of oilseed rape ⋮ Removing the singularity of a penalty via thresholding function matching ⋮ Properties of h‐Likelihood Estimators in Clustered Data

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