Simultaneous change point analysis and variable selection in a regression problem

DOI10.1016/J.JMVA.2008.02.010zbMATH Open1169.62064OpenAlexW2085856349MaRDI QIDQ953869FDOQ953869

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

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zbMATH Keywords

variable selectionconsistencylinear models

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Statistical challenges with high dimensionality: feature selection in knowledge discovery
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• Model selection with data-oriented penalty
• A consistent procedure for determining the number of clusters in regression clustering
• Title not available (Why is that?)
• Title not available (Why is that?)
• A strongly consistent procedure for model selection in a regression problem
• Application of modified information criterion to multiple change point problems

Cited In (22)

• Two tests for sequential detection of a change-point in a nonlinear model
• Robust variable selection and estimation in threshold regression model
• A general criterion to determine the number of change-points
• Title not available (Why is that?)
• Application of the bootstrap method for change points analysis in generalized linear models
• Asymptotic distribution of the jump change-point estimator
• Simultaneous variable selection and de-coarsening in multi-path change-point models
• Data-driven choice of a model selection method in joinpoint regression
• Multiple change-points detection by empirical Bayesian information criteria and Gibbs sampling induced stochastic search
• An Information-Based Approach to the Change-Point Problem of the Noncentral SkewtDistribution with Applications to Stock Market Data
• A statistical test of change-point in mean that almost surely has zero error probabilities
• Model selection by LASSO methods in a change-point model
• The Lasso for High Dimensional Regression with a Possible Change Point
• Detecting change structures of nonparametric regressions
• Binary genetic algorithm for optimal Joinpoint detection: application to cancer trend analysis
• Adaptive LASSO model selection in a multiphase quantile regression
• Empirical likelihood test in a posteriori change-point nonlinear model
• Wild binary segmentation for multiple change-point detection
• Variable selection in data envelopment analysis via Akaike's information criteria
• Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection
• An M-estimation-based criterion for simultaneous change point analysis and variable selection in a regression problem
• Tail-greedy bottom-up data decompositions and fast multiple change-point detection

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