A sequential multiple change-point detection procedure via VIF regression
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Publication:155754
DOI10.1007/s00180-015-0587-5zbMath1342.65062OpenAlexW600903962MaRDI QIDQ155754
Xiang-Sheng Wang, Yuehua Wu, Dongwei Wei, Xiaoping Shi, Yuehua Wu, Xiang-Sheng Wang, Dongwei Wei, Xiao Ping Shi
Publication date: 3 June 2015
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-015-0587-5
Computational methods for problems pertaining to statistics (62-08) Sequential statistical analysis (62L10)
Related Items (6)
Detection of multiple change-points in the scale parameter of a gamma distributed sequence based on reversible jump MCMC ⋮ A novel group VIF regression for group variable selection with application to multiple change-point detection ⋮ Data-driven estimation of change-points with mean shift ⋮ Beta approximation and its applications ⋮ Bayesian sieve methods: approximation rates and adaptive posterior contraction rates ⋮ VIFCP
Uses Software
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