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

DOI10.1007/S00184-018-0676-XzbMath1407.62131OpenAlexW2883131988WikidataQ129503393 ScholiaQ129503393MaRDI QIDQ1669885

Gabriela Ciuperca

Publication date: 4 September 2018

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-018-0676-x

zbMATH Keywords

linear modelquantilevariable selectionresiduals

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic properties of nonparametric inference (62G20)

Related Items (5)

Automatic variable selection in a linear model on massive data ⋮ Real-time detection of a change-point in a linear expectile model ⋮ Special issue with papers from the ``3rd workshop on goodness-of-fit and change-point problems ⋮ Sequential change point detection for high‐dimensional data using nonconvex penalized quantile regression ⋮ Robust oracle estimation and uncertainty quantification for possibly sparse quantiles

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