Consistent two‐stage multiple change‐point detection in linear models
DOI10.1002/CJS.11282zbMATH Open1357.62239OpenAlexW2305653947MaRDI QIDQ5507352FDOQ5507352
Baisuo Jin, Xiaoping Shi, Yuehua Wu
Publication date: 19 December 2016
Published in: The Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/cjs.11282
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Parametric hypothesis testing (62F03) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to environmental and related topics (62P12)
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Cited In (7)
- Change-Point Detection in Two-Phase Regression with Inequality Constraints on the Regression Parameters
- Multi-threshold proportional hazards model and subgroup identification
- Detection of a change-point in variance by a weighted sum of powers of variances test
- Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions
- A novel group VIF regression for group variable selection with application to multiple change-point detection
- Two multivariate online change detection models
- Beta approximation and its applications
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