Choosing a linear model with a random number of change-points and outliers

Annals of the Institute of Statistical Mathematics

Volumn 49, Issue 4, 1997, Pages 761-775

  Caussinus, Henri ^a   Lyazrhi, Faouzi ^a  

^a CNRS   (France)

Author keywords

Akaike's criterion; Bayes decision procedure; Change point; Invariance; Maximal invariant; Outliers; Regression analysis; Schwarz' criterion

Indexed keywords

EID: 9844235919     PISSN: 00203157     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1003230713770     Document Type: Article

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