Simultaneous estimation of change-points in epidemic change models
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Cites work
- A shrinkage principle for heavy-tailed data: high-dimensional robust low-rank matrix recovery
- An M-estimation-based criterion for simultaneous change point analysis and variable selection in a regression problem
- Consistent two‐stage multiple change‐point detection in linear models
- Convergence of U-processes in Hölder spaces with application to robust detection of a changed segment
- Estimator of a change point in single index models
- scientific article; zbMATH DE number 811562 (Why is no real title available?)
- Hölder norm test statistics for epidemic change
- Multiscale change point inference. With discussion and authors' reply
- Parametric statistical change point analysis. With applications to genetics, medicine, and finance
- Testing change in the variance with epidemic alternatives
- Tests for change-points with epidemic alternatives
- Wild binary segmentation for multiple change-point detection
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