DOI10.5705/ss.202015.0316zbMath1412.62070arXiv1603.08652MaRDI QIDQ4626674
Yajun Mei, Kun Liu, Ruizhi Zhang
Publication date: 28 February 2019 Published in: Statistica Sinica (Search for Journal in Brave) Full work available at URL: https://arxiv.org/abs/1603.08652
zbMATH Keywords
CUSUM; parallel computing; change-point; sensor networks; quickest detection; sum-shrinkage schemes
Mathematics Subject Classification ID
62H12: Estimation in multivariate analysis
62J07: Ridge regression; shrinkage estimators (Lasso)