Sequential change point detection for high‐dimensional data using nonconvex penalized quantile regression

DOI10.1002/bimj.202000078zbMath1523.62187OpenAlexW3105677746WikidataQ102063879 ScholiaQ102063879MaRDI QIDQ6091721

Suthakaran Ratnasingam, Wei Ning

Publication date: 27 November 2023

Published in: Biometrical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/bimj.202000078

zbMATH Keywords

quantile regressionsequential analysishigh-dimensionalSCADchange point detection

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10)

Related Items (1)

Monitoring sequential structural changes in penalized high-dimensional linear models

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