Test by adaptive LASSO quantile method for real-time detection of a change-point-Reference-Cited by-同舟云学术

Test by adaptive LASSO quantile method for real-time detection of a change-point

Published:2018-07-20 Issue:6 Volume:81 Page:689-720
ISSN:0026-1335
Container-title:Metrika
language:en
Short-container-title:Metrika

Author:

Ciuperca Gabriela

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://link.springer.com/article/10.1007/s00184-018-0676-x/fulltext.html

Reference21 articles.

1. Ciuperca G (2013) Two tests for sequential detection of a change-point in a nonlinear model. J Stat Plann Inference 143(10):1621–1834

2. Ciuperca G (2015) Real time change-point detection in a model by adaptive LASSO and CUSUM. Journal de la Société Francaise de Statistique 156(4):113–132

3. Ciuperca G (2016) Adaptive LASSO model selection in a multiphase quantile regression. Statistics 50(5):1100–1131

4. Ciuperca G, Salloum Z (2016) Empirical likelihood test for high-dimensional two-sample model. J Stat Plann Inference 178:37–60

5. Ciuperca G (2018) Adaptive group LASSO selection in quantile models. Statistical Papers. https://doi.org/10.1007/s00362-016-0832-1 (in press to)

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