Graphical Influence Diagnostics for Changepoint Models

DOI10.1080/10618600.2021.2000873OpenAlexW3211341997MaRDI QIDQ5057085

Rebecca Killick, David S. Matteson, Ines Wilms

Publication date: 15 December 2022

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2107.10572

zbMATH Keywords

segmentationstructural changestatistical graphicschange pointinfluential datavisual diagnostics

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

changepoint.influence

Uses Software

• R
• changepoint
• wbs

Cites Work

• Unnamed Item
• High-dimensional changepoint detection via a geometrically inspired mapping
• Wild binary segmentation for multiple change-point detection
• Multiscale local change point detection with applications to value-at-risk
• Detection of influential points as a byproduct of resampling-based variable selection procedures
• Bayesian Time Series Models
• Influence Diagnostics for High-Dimensional Lasso Regression
• Influential Observations in Linear Regression
• Numerical Bayesian Methods Applied to Signal Processing
• Optimal Detection of Changepoints With a Linear Computational Cost
• Changepoint Detection in the Presence of Outliers
• Multiple Influential Point Detection in High Dimensional Regression Spaces
• CONTINUOUS INSPECTION SCHEMES

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