Most recent changepoint detection in censored panel data

DOI10.1007/s00180-020-01028-5zbMath1505.62376OpenAlexW3082269026MaRDI QIDQ1995859

Ismail Shah, Sajid Ali, Hajra Siddiqa

Publication date: 25 February 2021

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-020-01028-5

zbMATH Keywords

CUSUMcost functionhigh dimensional datachange pointbinary segmentationpanel censored data

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (2)

Nonparametric methods of statistical inference for double-censored data with applications ⋮ cpcens

Uses Software

• R
• wbs
• TSA
• ecp

Cites Work

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