Multiscale change-point segmentation: beyond step functions
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Publication:2326059
DOI10.1214/19-EJS1608zbMath1429.62145arXiv1708.03942OpenAlexW2606964411MaRDI QIDQ2326059
Housen Li, Qinghai Guo, Axel Munk
Publication date: 4 October 2019
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1708.03942
robustnessapproximation spacesadaptive estimationmodel misspecificationoracle inequalitychange-point regressionmultiscale inferencejump detection
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35)
Related Items (6)
Frame-constrained total variation regularization for white noise regression ⋮ Optimal multiple change-point detection for high-dimensional data ⋮ Univariate mean change point detection: penalization, CUSUM and optimality ⋮ Two-stage data segmentation permitting multiscale change points, heavy tails and dependence ⋮ Localising change points in piecewise polynomials of general degrees ⋮ Optimal covariance change point localization in high dimensions
Uses Software
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