搜索结果: 1-2 共查到“数理统计学 change point”相关记录2条 . 查询时间(0.103 秒)
Model selection by LASSO methods in a change-point model
LASSO change-points selection criterion asymptotic behavior oracle properties
2011/8/25
Abstract: The paper considers a linear regression model with multiple change-points occurring at unknown times. The LASSO technique is very interesting since it allows the parametric estimation, inclu...
A procedure for the change point problem in parametric models based on phi-divergence test-statistics
Change point Information criterion Divergence Wald test-statistic General distributions
2011/8/25
Abstract: This paper studies the change point problem for a general parametric, univariate or multivariate family of distributions. An information theoretic procedure is developed which is based on ge...