Change‐point detection in a linear model by adaptive fused quantile method
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DOI: 10.1111/sjos.12412
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References listed on IDEAS
- Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2018.
"Oracle Estimation of a Change Point in High-Dimensional Quantile Regression,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 113(523), pages 1184-1194, July.
- Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2016. "Oracle Estimation of a Change Point in High Dimensional Quantile Regression," Papers 1603.00235, arXiv.org, revised Dec 2016.
- Qian, Junhui & Su, Liangjun, 2016.
"Shrinkage Estimation Of Regression Models With Multiple Structural Changes,"
Econometric Theory, Cambridge University Press, vol. 32(6), pages 1376-1433, December.
- Junhui Qian & Liangjun Su, 2014. "Shrinkage Estimation of Regression Models with Multiple Structural Changes," Working Papers 06-2014, Singapore Management University, School of Economics.
- Harchaoui, Z. & Lévy-Leduc, C., 2010. "Multiple Change-Point Estimation With a Total Variation Penalty," Journal of the American Statistical Association, American Statistical Association, vol. 105(492), pages 1480-1493.
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