Pages that link to "Item:Q1002154"
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The following pages link to Consistencies and rates of convergence of jump-penalized least squares estimators (Q1002154):
Displaying 18 items.
- A Kernel Multiple Change-point Algorithm via Model Selection (Q80474) (← links)
- Two-stage data segmentation permitting multiscale change points, heavy tails and dependence (Q92617) (← links)
- Optimal covariance change point localization in high dimensions (Q97725) (← links)
- Exact Spike Train Inference Via $\ell_0$ Optimization (Q152825) (← links)
- FDR-control in multiscale change-point segmentation (Q153065) (← links)
- Mumford-Shah and Potts regularization for manifold-valued data (Q294412) (← links)
- Complexity \(L^0\)-penalized \(M\)-estimation: consistency in more dimensions (Q402320) (← links)
- Locally adaptive image denoising by a statistical multiresolution criterion (Q425650) (← links)
- Wild binary segmentation for multiple change-point detection (Q482881) (← links)
- Jump-penalized least absolute values estimation of scalar or circle-valued signals (Q4603706) (← links)
- Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions (Q5030952) (← links)
- Complexity penalized least squares estimators: Analytical results (Q5385222) (← links)
- Statistical challenges in microrheology (Q5397947) (← links)
- Estimating the Number of Block Boundaries from Diagonal Blockwise Matrices Without Penalization (Q5738841) (← links)
- Multiple change points detection in high-dimensional multivariate regression (Q6052523) (← links)
- Efficient multiple change point detection for high‐dimensional generalized linear models (Q6059464) (← links)
- Threshold estimation for continuous three‐phase polynomial regression models with constant mean in the middle regime (Q6068051) (← links)
- Optimal change-point detection and localization (Q6183751) (← links)