Detecting change structures of nonparametric regressions

DOI10.1016/j.csda.2023.107856OpenAlexW4387096196MaRDI QIDQ6071713

Wenbiao Zhao, Li Xing Zhu

Publication date: 28 November 2023

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2023.107856

zbMATH Keywords

visualizationmultiple change-point detectionMOSUMdouble average ratiospulse pattern

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Cites Work

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• Testing for Parameter Constancy in Linear Regressions: An Empirical Distribution Function Approach
• A weak convergence result for sequential empirical processes under weak dependence
• Inference of Trends in Time Series
• The Lasso for High Dimensional Regression with a Possible Change Point
• CONTINUOUS INSPECTION SCHEMES
• Detecting Multiple Change Points: The PULSE Criterion

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