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swMATH13365MaRDI QIDQ25279FDOQ25279

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Described by source

• Slope heuristics: overview and implementation

Cited In (64)

• Data-driven semi-parametric detection of multiple changes in long-range dependent processes
• Piecewise autoregression for general integer-valued time series
• Consistent change-point detection with kernels
• An oracle approach for interaction neighborhood estimation in random fields
• Simultaneous dimension reduction and clustering via the NMF-EM algorithm
• Multiview cluster aggregation and splitting, with an application to multiomic breast cancer data
• Multiple breaks detection in general causal time series using penalized quasi-likelihood
• Estimator selection: a new method with applications to kernel density estimation
• Consistent order estimation for nonparametric hidden Markov models
• Exponential inequalities for nonstationary Markov chains
• Nonparametric weighted estimators for biased data
• Hazard estimation with censoring and measurement error: application to length of pregnancy
• Estimation and model selection for model-based clustering with the conditional classification likelihood
• Optimal model selection in density estimation
• Variable selection methods for model-based clustering
• Efficient semiparametric estimation and model selection for multidimensional mixtures
• A mixture model approach for compositional data: inferring land-use influence on point-referenced water quality measurements
• Adaptive estimation of nonparametric geometric graphs
• State-by-state Minimax Adaptive Estimation for Nonparametric Hidden Markov Models
• Non-asymptotic adaptive prediction in functional linear models
• Adaptive density estimation on bounded domains under mixing conditions
• Tuning parameter selection in sparse regression modeling
• Consistent model selection criteria and goodness-of-fit test for common time series models
• High-dimensional VAR with low-rank transition
• On the number of groups in clustering
• Block-Diagonal Covariance Selection for High-Dimensional Gaussian Graphical Models
• Clustering transformed compositional data usingK-means, with applications in gene expression and bicycle sharing system data
• Adaptive deconvolution of linear functionals on the nonnegative real line
• Adaptive density estimation for clustering with Gaussian mixtures
• Mixture of Gaussian regressions model with logistic weights, a penalized maximum likelihood approach
• Adaptive density estimation in deconvolution problems with unknown error distribution
• A proportional hazards regression model with change-points in the baseline function
• Model-based regression clustering for high-dimensional data: application to functional data
• Gaussian linear model selection in a dependent context
• Optimal adaptive estimation on \(\mathbb{R}\) or \(\mathbb{R}^{+}\) of the derivatives of a density
• Adaptive Laguerre density estimation for mixed Poisson models
• The discriminative functional mixture model for a comparative analysis of bike sharing systems
• Spatial CART classification trees
• Inhomogeneous and anisotropic conditional density estimation from dependent data
• Selecting the length of a principal curve within a Gaussian model
• Title not available (Why is that?)
• Slope heuristics and V-Fold model selection in heteroscedastic regression using strongly localized bases
• K-bMOM: A robust Lloyd-type clustering algorithm based on bootstrap median-of-means
• A breakpoint detection in the mean model with heterogeneous variance on fixed time intervals
• Model selection for simplicial approximation
• Nonparametric multiple change-point estimation for analyzing large Hi-C data matrices
• Warped bases for conditional density estimation
• Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection
• Learning with tree tensor networks: complexity estimates and model selection
• Optimal model selection in heteroscedastic regression using piecewise polynomial functions
• A non-asymptotic approach for model selection via penalization in high-dimensional mixture of experts models
• Adaptive estimation of the hazard rate with multiplicative censoring
• A quasi-Bayesian perspective to online clustering
• Statistical Inference for Renewal Processes
• Adaptive procedure for Fourier estimators: application to deconvolution and decompounding
• EM for mixtures
• High-dimensional regression with unknown variance
• Deconvolution with unknown noise distribution is possible for multivariate signals
• Joint rank and variable selection for parsimonious estimation in a high-dimensional finite mixture regression model
• Some theoretical results regarding the polygonal distribution
• Component Elimination Strategies to Fit Mixtures of Multiple Scale Distributions
• Selection of the number of clusters in functional data analysis
• Should we estimate a product of density functions by a product of estimators?
• General Hannan and Quinn criterion for common time series

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