Heterogeneous Change Point Inference

DOI10.1111/rssb.12202zbMath1373.62258arXiv1505.04898OpenAlexW2964026493MaRDI QIDQ5364905

Axel Munk, Florian Pein, Hannes Sieling

Publication date: 29 September 2017

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1505.04898

zbMATH Keywords

robustnessdynamic programmingmultiscale methodsion channel recordingsdeviation boundschange point regressionhonest confidence setsheterogeneous noisescale-dependent critical values

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Applications of statistics to biology and medical sciences; meta analysis (62P10) Nonparametric tolerance and confidence regions (62G15) General nonlinear regression (62J02)

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Uses Software

• R
• stepR

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