Consistent selection of the number of change-points via sample-splitting
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Publication:99318
DOI10.1214/19-aos1814zbMath1442.62126OpenAlexW3007810145WikidataQ98196934 ScholiaQ98196934MaRDI QIDQ99318
Changliang Zou, Guanghui Wang, Runze Li, Changliang Zou, Guang-Hui Wang, Run-Ze Li
Publication date: 1 February 2020
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aos/1581930141
dynamic programmingmodel selectioncross-validationleast-squaresselection consistencymultiple change-point model
Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Estimation in multivariate analysis (62H12) Applications of statistics to biology and medical sciences; meta analysis (62P10) Dynamic programming (90C39)
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Uses Software
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