A novel group VIF regression for group variable selection with application to multiple change-point detection

DOI10.1080/02664763.2021.1987400zbMath1529.62069OpenAlexW3206708024MaRDI QIDQ6099322

Hao Ding, Yuehua Wu, Unnamed Author

Publication date: 19 June 2023

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

Full work available at URL: https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9869998

zbMATH Keywords

multiple change-point detectiongroup variable selectionstagewise regressionVIF regression

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

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• Consistent two‐stage multiple change‐point detection in linear models
• Variable Selection in Data Mining
• A selective review of group selection in high-dimensional models

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