Determining the number of change-point via high-dimensional cross-validation
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Publication:6541573
DOI10.1002/STA4.284MaRDI QIDQ6541573FDOQ6541573
Authors: Haiyan Jiang, Jiaqi Li, Zhonghua Li
Publication date: 19 May 2024
Published in: Stat (Search for Journal in Brave)
Cites Work
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- Identifying multiple changes for a functional data sequence with application to freeway traffic segmentation
- Which principal components are most sensitive to distributional changes?
- Change-point analysis in financial networks
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