A Unified Framework for Change Point Detection in High-Dimensional Linear Models

DOI10.5705/ss.202021.0309arXiv2207.09007OpenAlexW4287831325WikidataQ114013777 ScholiaQ114013777MaRDI QIDQ6069892

Abolfazl Safikhani, Yue Bai

Publication date: 17 November 2023

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2207.09007

zbMATH Keywords

linear modelhigh-dimensional datastructural breaksfused Lassopiecewise stationarityblock segmentation

Mathematics Subject Classification ID

Statistics (62-XX)

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