Isotonic regression: Another look at the changepoint problem
From MaRDI portal
Publication:2775613
DOI10.1093/biomet/88.3.793zbMath0985.62076OpenAlexW2083550322WikidataQ61458700 ScholiaQ61458700MaRDI QIDQ2775613
Graciela B. Mentz, Wei-Biao Wu, Michael B. Woodroofe
Publication date: 23 May 2002
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/6d22aaa8d81c66a4a362c0a583f579ee93fe1107
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Applications of statistics to environmental and related topics (62P12)
Related Items
Penalized and constrained LAD estimation in fixed and high dimension, Testing constancy in monotone response models, Characterization of the least concave majorant of Brownian motion, conditional on a vertex point, with application to construction, Local linear quantile estimation for nonstationary time series, Nonparametric adaptive Bayesian regression using priors with tractable normalizing constants and under qualitative assumptions, New designs to consistently estimate the isotonic regression, Optimal difference-based variance estimators in time series: a general framework, Unnamed Item, Shrinkage estimation for convex polyhedral cones, Heteroscedasticity and Autocorrelation Robust Structural Change Detection, Asymptotics for \(p\)-value based threshold estimation in regression settings, Bayesian regression with B‐splines under combinations of shape constraints and smoothness properties, A semiparametric isotonic regression model for skewed distributions with application to DNA–RNA–protein analysis, Mean stationarity test in time series: a signal variance-based approach, \(M\)-estimators for isotonic regression, On periodically isotonic climate change, Semiparametric estimation of outbreak regression, Non-convex isotonic regression via the Myersonian approach, On high-dimensional change point problem, Bayesian isotonic changepoint analysis, Algorithms for Fitting the Constrained Lasso, Likelihood ratio tests for monotone functions., On the isotonic change-point problem, A hybrid test for the isotonic change-point problem, Testing Constancy for Isotonic Regressions, Signal Decomposition Using Masked Proximal Operators, Isotonic regression and isotonic projection, Stochastic non-convex envelopment of data: applying isotonic regression to frontier estimation, Testing for jumps in the presence of smooth changes in trends of nonstationary time series