Change‐point detection in a linear model by adaptive fused quantile method-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Change‐point detection in a linear model by adaptive fused quantile method

Published:2020-01-03 Issue:2 Volume:47 Page:425-463
ISSN:0303-6898
Container-title:Scandinavian Journal of Statistics
language:en
Short-container-title:Scand J Statist

Author:

Ciuperca Gabriela¹,Maciak Matúš²^ORCID

Affiliation:

1. Université de Lyon

2. Department of Probability and Mathematical StatisticsCharles University

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/sjos.12412

Reference16 articles.

1. Adaptive LASSO model selection in a multiphase quantile regression

2. Change‐point detection by the quantile lasso method;Ciuperca G.;Journal of Statistical Theory and Practice,2019

3. Multiple Change-Point Estimation With a Total Variation Penalty

4. Exact post-selection inference for the generalized lasso path

5. Consistent two-stage multiple change-point detection in linear models

Cited by 9 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Efficient Multiple Change Point Detection and Localization For High-dimensional Quantile Regression with Heteroscedasticity;Journal of the American Statistical Association;2024-08-19

2. Investment disputes and their explicit role in option market uncertainty and overall risk instability;Computational Management Science;2023-03-17

3. Detecting Structural Change Point in ARMA Models via Neural Network Regression and LSCUSUM Methods;Entropy;2023-01-09

4. Quantile LASSO with changepoints in panel data models applied to option pricing;Econometrics and Statistics;2021-10

5. Robust scale estimation under shifts in the mean;Statistics;2021-07-04

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3