Real time change-point detection in a model by adaptive LASSO and CUSUM

zbMATH Open1338.62129MaRDI QIDQ2803790FDOQ2803790

Authors Gabriela Ciuperca

Publication date 2 May 2016

Published in Journal de la Société Française de Statistique (Search for Journal in Brave)

Full work available at URL http://journal-sfds.fr/article/view/483/

zbMATH Keywords

CUSUMsequential testasymptotic behaviouradaptive LASSO

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

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• scientific article; zbMATH DE number 7448681 (Why is no real title available?)
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• Real-time detection of a change-point in a linear expectile model

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