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/

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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)

Cited In (6)

• Real-time change point detection in linear models using the ranking selection procedure
• Title not available (Why is that?)
• Automatic variable selection in a linear model on massive data
• Test by adaptive Lasso quantile method for real-time detection of a change-point
• Real-time detection of a change-point in a linear expectile model
• Monitoring sequential structural changes in penalized high-dimensional linear models

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