Model selection for the segmentation of multiparameter exponential family distributions

DOI10.1214/17-EJS1246zbMath1362.62068arXiv1412.6697OpenAlexW2964083686WikidataQ115517787 ScholiaQ115517787MaRDI QIDQ521328

Alice Cleynen, Emilie Lebarbier

Publication date: 7 April 2017

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

Full work available at URL: https://arxiv.org/abs/1412.6697

zbMATH Keywords

model selectionexponential familychange-point detectiondistribution estimationcharacteristics of this distribution

Mathematics Subject Classification ID

Density estimation (62G07) Applications of statistics to biology and medical sciences; meta analysis (62P10) Nonparametric estimation (62G05) Characteristic functions; other transforms (60E10)

Related Items (3)

Piecewise autoregression for general integer-valued time series ⋮ Consistent model selection procedure for general integer-valued time series ⋮ A Kernel Multiple Change-point Algorithm via Model Selection

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