Multiple Change-Points Estimation in Linear Regression Models via an Adaptive LASSO Expectile Loss Function

Gabriela Ciuperca (1) , Nicolas Dulac (2, 3)

1 PSPM - Probabilités, statistique, physique mathématique
2 ICJ - Institut Camille Jordan
3 HD Technology SAS

Mots clés: Adaptive LASSO; Change-points; Expectile; Feature selection; Linear regression

Domaines: Mathématiques [math]

Gabriela Ciuperca, Nicolas Dulac. Multiple Change-Points Estimation in Linear Regression Models via an Adaptive LASSO Expectile Loss Function. Journal of Statistical Theory and Practice, 2022, 16 (3), pp.38. ⟨10.1007/s42519-022-00265-9⟩. ⟨hal-04134097⟩