Choosing a linear model with a random number of change-points and outliers

DOI10.1023/A:1003230713770zbMath0898.62007OpenAlexW2073246126MaRDI QIDQ1384415

Faouzi Lyazrhi, Henri Caussinus

Publication date: 10 August 1998

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1003230713770

zbMATH Keywords

outliersregression analysisinvariancemaximal invariantmultiple hypotheseschange-pointsAkaike's criterionSchwarz' criterion

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian problems; characterization of Bayes procedures (62C10)

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