Pages that link to "Item:Q5743231"

The following pages link to The Lasso for High Dimensional Regression with a Possible Change Point (Q5743231):

Displaying 41 items.

• Test by adaptive Lasso quantile method for real-time detection of a change-point (Q1669885) (← links)
• Time-varying Lasso (Q1787675) (← links)
• Robust variable selection and estimation in threshold regression model (Q1987583) (← links)
• High-dimensional integrative analysis with homogeneity and sparsity recovery (Q2008216) (← links)
• Consistent multiple changepoint estimation with fused Gaussian graphical models (Q2042434) (← links)
• High dimensional change point inference: recent developments and extensions (Q2062782) (← links)
• Estimating multiple breaks in mean sequentially with fractionally integrated errors (Q2066504) (← links)
• Inference on a structural break in trend with mildly integrated errors (Q2126037) (← links)
• A robust bootstrap change point test for high-dimensional location parameter (Q2136637) (← links)
• Multiple change-points estimation in linear regression models via an adaptive Lasso expectile loss function (Q2156002) (← links)
• Heterogeneous structural breaks in panel data models (Q2224988) (← links)
• Estimating multiple breaks in nonstationary autoregressive models (Q2225018) (← links)
• Estimating restricted common structural changes for panel data (Q2300531) (← links)
• Changepoint detection by the quantile Lasso method (Q2301226) (← links)
• Oracle Estimation of a Change Point in High-Dimensional Quantile Regression (Q4559700) (← links)
• STRUCTURAL CHANGE IN NONSTATIONARY AR(1) MODELS (Q4585028) (← links)
• A note on regression kink model (Q5046811) (← links)
• (Q5053270) (← links)
• (Q5053309) (← links)
• Limit theory for moderate deviations from a unit root with a break in variance (Q5075479) (← links)
• Non identification of structural change in non stationary AR(1) models (Q5078895) (← links)
• ENDOGENEITY IN SEMIPARAMETRIC THRESHOLD REGRESSION (Q5081791) (← links)
• An improved algorithm for high-dimensional continuous threshold expectile model with variance heterogeneity (Q5083335) (← links)
• Change point estimation in regression model with response missing at random (Q5104513) (← links)
• (Q5214199) (← 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)
• Detecting change structures of nonparametric regressions (Q6071713) (← links)
• Change-point testing for parallel data sets with FDR control (Q6168912) (← links)
• \(\ell^2\) inference for change points in high-dimensional time series via a two-way MOSUM (Q6550966) (← links)
• Two-Way Truncated Linear Regression Models with Extremely Thresholding Penalization (Q6567884) (← links)
• Estimation and inference for multi-kink expectile regression with nonignorable dropout (Q6572912) (← links)
• Computation and analysis of change points with different jump locations in high-dimensional regression (Q6579394) (← links)
• High-dimensional data segmentation in regression settings permitting temporal dependence and non-Gaussianity (Q6597259) (← links)
• Change-point inference in high-dimensional regression models under temporal dependence (Q6608677) (← links)
• Estimation and inference for multikink expectile regression with longitudinal data (Q6626782) (← links)
• Subgroup analysis for longitudinal data based on a partial linear varying coefficient model with a change plane (Q6626895) (← links)
• Multithreshold change plane model: estimation theory and applications in subgroup identification (Q6628124) (← links)
• High dimensional threshold model with a time-varying threshold based on Fourier approximation (Q6645227) (← links)
• Estimating a common break point in means for long-range dependent panel data (Q6655927) (← links)
• Variable selection in high dimensional linear regressions with parameter instability (Q6664675) (← links)