Data-driven selection of the number of change-points via error rate control

DOI10.1080/01621459.2021.1999820OpenAlexW3210954946MaRDI QIDQ6110029

Hui Chen, Fang Yao, Haojie Ren, Changliang Zou

Publication date: 4 July 2023

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01621459.2021.1999820

zbMATH Keywords

symmetryuniform convergenceempirical distributionfalse discovery ratesample-splittingmultiple change-point model

Mathematics Subject Classification ID

Statistics (62-XX)

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