A modified information criterion for tuning parameter selection in 1d fused LASSO for inference on multiple change points
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Publication:5107787
DOI10.1080/00949655.2020.1732379zbMath1495.62057OpenAlexW3009831306MaRDI QIDQ5107787
Publication date: 28 April 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2020.1732379
Related Items (2)
Data-driven choice of a model selection method in joinpoint regression ⋮ Tuning parameter selection in fused lasso signal approximator with false discovery rate control
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