A criterion for estimating the largest linear homoscedastic zone in Gaussian data

DOI10.1016/J.JSPI.2024.106223MaRDI QIDQ6636364FDO

Authors Jean-Marc Bardet

Publication date 12 November 2024

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

model selectionchange detectionGaussian linear modelhydrography

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A kernel multiple change-point algorithm via model selection
• Estimating and Testing Linear Models with Multiple Structural Changes
• Estimation of multiple-regime regressions with least absolutes deviation
• Measuring the strangeness of strange attractors
• Nonparametric change-point estimation
• Optimal rate of convergence for nonparametric change-point estimators for nonstationary sequences
• Tests of Equality Between Sets of Coefficients in Two Linear Regressions

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