scientific article
From MaRDI portal
Publication:3497042
zbMath0711.62031MaRDI QIDQ3497042
Publication date: 1989
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
limiting distributionsseismologyleast-squares estimatorschange-pointnumber of jumpsadditive measurement noiseestimating step functions
Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Sums of independent random variables; random walks (60G50)
Related Items (57)
Nonparametric estimation in change-point models ⋮ Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection ⋮ On consistency of minimum description length model selection for piecewise autoregressions ⋮ A heuristic, iterative algorithm for change-point detection in abrupt change models ⋮ Analysis of structural break models based on the evolutionary spectrum: Monte Carlo study and application ⋮ Application of modified information criterion to multiple change point problems ⋮ Estimating the number of change points in a sequence of independent normal random variables ⋮ Nonparametric multiple change-point estimators ⋮ Robust change point detection method via adaptive LAD-Lasso ⋮ Narrowest-Over-Threshold Detection of Multiple Change Points and Change-Point-Like Features ⋮ Univariate mean change point detection: penalization, CUSUM and optimality ⋮ Two tests for sequential detection of a change-point in a nonlinear model ⋮ Detecting Multiple Change Points: The PULSE Criterion ⋮ Detecting change structures of nonparametric regressions ⋮ BOOTSTRAP INFERENCE FOR MULTIPLE CHANGE-POINTS IN TIME SERIES ⋮ Path algorithms for fused lasso signal approximator with application to COVID‐19 spread in Korea ⋮ A modified information criterion for tuning parameter selection in 1d fused LASSO for inference on multiple change points ⋮ Tuning parameter selection in fused lasso signal approximator with false discovery rate control ⋮ Optimal change-point detection and localization ⋮ Confidence distributions for change-points and regime shifts ⋮ Jump estimation in inverse regression ⋮ Consistent change-point detection with kernels ⋮ Estimating nonlinear regression with and without change-points by the LAD method ⋮ Covariate assisted screening and estimation ⋮ Wild binary segmentation for multiple change-point detection ⋮ Approximate \(\ell_0\)-penalized estimation of piecewise-constant signals on graphs ⋮ Tail-greedy bottom-up data decompositions and fast multiple change-point detection ⋮ Multi-threshold accelerated failure time model ⋮ Statistical methods for DNA sequence segmentation ⋮ Estimating the Number of Block Boundaries from Diagonal Blockwise Matrices Without Penalization ⋮ An estimator of the number of change points based on a weak invariance principle ⋮ Non-monotonic penalizing for the number of structural breaks ⋮ A general criterion to determine the number of change-points ⋮ Localising change points in piecewise polynomials of general degrees ⋮ Optimal nonparametric change point analysis ⋮ Optimal covariance change point localization in high dimensions ⋮ The screening and ranking algorithm to detect DNA copy number variations ⋮ Consistent selection of the number of change-points via sample-splitting ⋮ On optimal multiple changepoint algorithms for large data ⋮ Multiple change-point detection: a selective overview ⋮ Nonparametric maximum likelihood approach to multiple change-point problems ⋮ Consistencies and rates of convergence of jump-penalized least squares estimators ⋮ A shape-based cutting and clustering algorithm for multiple change-point detection ⋮ The M-estimation in a multi-phase random nonlinear model ⋮ Exact Spike Train Inference Via $\ell_0$ Optimization ⋮ Discontinuous versus smooth regression ⋮ Efficient Threshold Selection for Multivariate Total Variation Denoising ⋮ Parallelization of a Common Changepoint Detection Method ⋮ Changepoint Detection in the Presence of Outliers ⋮ A penalized regression approach for DNA copy number study using the sequencing data ⋮ Multiscale change-point segmentation: beyond step functions ⋮ Consistency of a range of penalised cost approaches for detecting multiple changepoints ⋮ Estimation of multiple-regime regressions with least absolutes deviation ⋮ Consistent two‐stage multiple change‐point detection in linear models ⋮ Multiscale Change Point Inference ⋮ Estimators in step regression models ⋮ Template matching with ranks
This page was built for publication:
