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Efficient Multiple Change Point Detection and Localization For High-dimensional Quantile Regression with Heteroscedasticity
Journal of the American Statistical Association ( IF 3.0 ) Pub Date : 2024-08-19 , DOI: 10.1080/01621459.2024.2392903
Xianru Wang 1 , Bin Liu 2 , Xinsheng Zhang 2 , Yufeng Liu 3
Affiliation  

Data heterogeneity is a challenging issue for modern statistical data analysis. There are different types of data heterogeneity in practice. In this paper, we consider potential structural changes ...

中文翻译:


具有异方差性的高维分位数回归的高效多变化点检测和定位



数据异质性是现代统计数据分析的一个具有挑战性的问题。实践中存在不同类型的数据异构性。在本文中,我们考虑潜在的结构变化......
更新日期:2024-08-19
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