A criterion for estimating the largest linear homoscedastic zone in Gaussian data
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Publication:6636364
DOI10.1016/J.JSPI.2024.106223MaRDI QIDQ6636364FDOQ6636364
Authors: Jean-Marc Bardet 
Publication date: 12 November 2024
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Cites Work
- Nonparametric change-point estimation
- Estimation of multiple-regime regressions with least absolutes deviation
- Estimating and Testing Linear Models with Multiple Structural Changes
- A kernel multiple change-point algorithm via model selection
- Tests of Equality Between Sets of Coefficients in Two Linear Regressions
- Measuring the strangeness of strange attractors
- Optimal rate of convergence for nonparametric change-point estimators for nonstationary sequences
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