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Changepoint Detection in the Presence of Outliers - MaRDI portal

Changepoint Detection in the Presence of Outliers (Q5229902)

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scientific article; zbMATH DE number 7095868
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Changepoint Detection in the Presence of Outliers
scientific article; zbMATH DE number 7095868

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    Changepoint Detection in the Presence of Outliers (English)
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    19 August 2019
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    binary segmentation
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    biweight loss
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    CUSUM
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    M-estimation
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    penalized likelihood
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    robust statistics
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