Estimation of high-dimensional change-points under a group sparsity structure

DOI10.1214/23-EJS2116MaRDI QIDQ2689607

Tengyao Wang, Hanqing Cai

Publication date: 13 March 2023

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

Full work available at URL: https://arxiv.org/abs/2107.08724

zbMATH Keywords

high-dimensional datagroup sparsitychange-point analysis

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Uses Software

• wbs

Cites Work

• Unnamed Item
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