most citedChange-point detection in a linear model by adaptive fused quantile method

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math.ST2019

Change-point Detection by the Quantile LASSO Method

Gabriela Ciuperca, Matúš Maciak

A simultaneous change-point detection and estimation in a piece-wise constant model is a common task in modern statistics. If, in addition, the whole estimation can be performed au…

math.ST2019★ 2 cited

Change-point detection in a linear model by adaptive fused quantile method

Gabriela Ciuperca, Matus Maciak

A novel approach to quantile estimation in multivariate linear regression models with change-points is proposed: the change-point detection and the model estimation are both perfor…