Simultaneous change point analysis and variable selection in a regression problem

DOI10.1016/j.jmva.2008.02.010zbMath1169.62064OpenAlexW2085856349MaRDI QIDQ953869

Yuehua Wu

Publication date: 6 November 2008

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2008.02.010

zbMATH Keywords

consistencylinear modelsvariable selection

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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Cites Work

• Application of modified information criterion to multiple change point problems
• Model selection with data-oriented penalty
• A consistent procedure for determining the number of clusters in regression clustering
• A strongly consistent procedure for model selection in a regression problem
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