Multiple change-points estimation in linear regression models via an adaptive Lasso expectile loss function

DOI10.1007/s42519-022-00265-9OpenAlexW4281486466MaRDI QIDQ2156002

Nicolas Dulac, Gabriela Ciuperca

Publication date: 15 July 2022

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s42519-022-00265-9

zbMATH Keywords

linear regressionfeature selectionadaptive Lassoexpectilechange-points

Mathematics Subject Classification ID

Linear inference, regression (62Jxx) Parametric inference (62Fxx) Nonparametric inference (62Gxx)

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