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Consistent two‐stage multiple change‐point detection in linear models |
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| Authors: | Baisuo Jin Yuehua Wu Xiaoping Shi |
| Affiliation: | 1. Department of Statistics and Finance, University of Science and Technology of China, 96 Jinzhai Road, Hefei, Anhui, China 230026;2. Department of Mathematics and Statistics, York University, 4700 Keele St., Toronto, Ontario, Canada M3J 1P3;3. Department of Mathematics and Statistics, Thompson Rivers University, 900 McGill Road, Kamloops, British Columbia, Canada V2C 0C8 |
| Abstract: | |
| Keywords: | Adaptive lasso Consistency MCP/SCAD model selection multiple change‐point detection MSC 2010: Primary 62F99 secondary 62P25 |