Improved estimation in tensor regression with multiple change-points

DOI10.1214/22-EJS2035OpenAlexW4293508040MaRDI QIDQ2169836

Mai Ghannam, Sévérien Nkurunziza

Publication date: 30 August 2022

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-16/issue-2/Improved-estimation-in-tensor-regression-with-multiple-change-points/10.1214/22-EJS2035.full

zbMATH Keywords

estimationasymptotic propertymultiple change-pointsJames-Stein estimatorsrandom arraytensor regressiontensor shrinkage estimators

Mathematics Subject Classification ID

Parametric inference under constraints (62F30) Markov processes: hypothesis testing (62M02)

Uses Software

• Algorithm 862

Cites Work

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• Algorithm 862
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• Change Point Estimation in High Dimensional Markov Random-Field Models
• Estimating and Testing Structural Changes in Multivariate Regressions
• Theory of Preliminary Test and Stein‐Type Estimation With Applications

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