Cross-validation for change-point regression: pitfalls and solutions

DOI10.3150/24-bej1732MaRDI QIDQ6632610

Rajen D. Shah, Florian Pein

Publication date: 5 November 2024

Published in: Bernoulli (Search for Journal in Brave)

zbMATH Keywords

cross-validationselection consistencychange-point regressiontuning parameter selectionsegment neighbourhoodsample-splitting

Mathematics Subject Classification ID

Applications of statistics (62Pxx) Inference from stochastic processes (62Mxx) Nonparametric inference (62Gxx)

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