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CONSISTENT SELECTION OF THE NUMBER OF CHANGE-POINTS VIA SAMPLE-SPLITTING
In multiple change-point analysis, one of the major challenges is to estimate the number of change-points. Most existing approaches attempt to minimize a Schwarz information criterion which balances a term quantifying model fit with a penalization term accounting for model complexity that increases...
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| Vydáno v: | Ann Stat |
|---|---|
| Hlavní autoři: | , , |
| Médium: | Artigo |
| Jazyk: | Inglês |
| Vydáno: |
2020
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| Témata: | |
| On-line přístup: | https://ncbi.nlm.nih.gov/pmc/articles/PMC7397423/ https://ncbi.nlm.nih.gov/pubmed/32747841 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1214/19-aos1814 |
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