Test by adaptive LASSO quantile method for real-time detection of a change-point

Gabriela Ciuperca

Type: Article

Publication Date: 2018-07-20

Citations: 5

DOI: https://doi.org/10.1007/s00184-018-0676-x

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HAL (Le Centre pour la Communication Scientifique Directe) - View
Metrika - View

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Works Cited by This (23)

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+	Variable selection via composite quantile regression with dependent errors	2014	Yanlin Tang Xinyuan Song Zhongyi Zhu
+ PDF Chat	Asymptotics for lasso-type estimators	2000	Wenjiang Fu Keith Knight
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+ PDF Chat	The Adaptive Lasso and Its Oracle Properties	2006	Hui Zou
+	Monitoring changes in linear models	2003	Lajos Horváth Marie Hušková Piotr Kokoszka Josef Steinebach
+	Bootstrapping sequential change-point tests for linear regression	2011	Marie Hušková Claudia Kirch
+	Nonconcave penalized inverse regression in single-index models with high dimensional predictors	2008	Li Zhu Lixing Zhu
+	Bayesian inference with misspecified models	2013	Stephen G. Walker
+ PDF Chat	Robust Variable Selection With Exponential Squared Loss	2013	Xueqin Wang Yunlu Jiang Mian Huang Heping Zhang
+ PDF Chat	The Lasso for High Dimensional Regression with a Possible Change Point	2015	Sokbae Lee Myung Hwan Seo Youngki Shin