Robust change point detection method via adaptive LAD-LASSO - Li, Qiang; Wang, Liming (Statistical papers (Berlin, Germany), 2020)
Keywords: Algorithms; Basic converters; Change detection; Computer simulation; Econometrics; Economic Theory/Quantitative Economics/Mathematical Methods; Economics; Finance; Insurance; Management; Mathematics and Statistics; Operations Research/Decision Theory; Outliers (statistics); Probability Theory and Stochastic Processes; Regular Article; Robustness; Signal processing; Statistics; Statistics for Business; Screening; Change point detection; 62J07; Robustness; 62F35; Adaptive LAD-LASSO; Variable selection