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stat.ME2021
Change-point regression with a smooth additive disturbance
Florian Pein, Rajen D. Shah
We assume a nonparametric regression model where the signal is given by the sum of a piecewise constant function and a smooth function. To detect the change-points and estimate the…
stat.ME2021★ 2 cited
Cross-validation for change-point regression: pitfalls and solutions
Florian Pein, Rajen D. Shah
Cross-validation is the standard approach for tuning parameter selection in many non-parametric regression problems. However its use is less common in change-point regression, perh…