Simultaneous change point detection and identification for high-dimensional linear models
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Cites work
- A Unified Framework for Change Point Detection in High-Dimensional Linear Models
- An efficient two step algorithm for high dimensional change point regression models without grid search
- Confidence intervals for low dimensional parameters in high dimensional linear models
- Data-driven selection of the number of change-points via error rate control
- Detecting Changes in Linear Regressions
- Estimating and Testing Linear Models with Multiple Structural Changes
- Finite Sample Change Point Inference and Identification for High-Dimensional Mean Vectors
- Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
- Group Lasso for structural break time series
- High-dimensional data segmentation in regression settings permitting temporal dependence and non-Gaussianity
- High-dimensional graphs and variable selection with the Lasso
- scientific article; zbMATH DE number 3766903 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 7626763 (Why is no real title available?)
- Inference on the change point under a high dimensional sparse mean shift
- Limit theorems for the union-intersection test
- On asymptotically optimal confidence regions and tests for high-dimensional models
- Simultaneous analysis of Lasso and Dantzig selector
- Testing for change points in time series
- Tests of the Hypothesis that a Linear Regression System Obeys Two Separate Regimes
- The Lasso for high dimensional regression with a possible change point
- Two-Sample Tests for High-Dimensional Linear Regression with an Application to Detecting Interactions
- Uniform change point tests in high dimension
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