Model selection by LASSO methods in a change-point model
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s00362-012-0482-x.pdf
Reference20 articles.
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4. Bickel PJ, Ritov Y, Tsybakov AB (2009) Simultaneous analysis of LASSO and Dantzig selector. Ann Stat 37(4): 1705–1732
5. Ciuperca G (2009) The M-estimation in a multi-phase random nonlinear model. Stat Probab Lett 75(5): 573–580
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