Simultaneous change point analysis and variable selection in a regression problem

Journal of Multivariate Analysis

Volumn 99, Issue 9, 2008, Pages 2154-2171

  Wu, Y ^a  

^a YORK UNIVERSITY   (Canada)

Author keywords

62F12; 62J05; Change point analysis; Computation; Consistency; Linear models; Variable selection

Indexed keywords

EID: 52749084912     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2008.02.010     Document Type: Article

References (11)

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