Choosing a Linear Model with a Random Number of Change-Points and Outliers

Henri Caussinus and Faouzi Lyazrhi

Annals of the Institute of Statistical Mathematics, 1997, vol. 49, issue 4, 775 pages

Keywords: Akaike‘s criterion; Bayes decision procedure; change-point; invariance; maximal invariant; outliers; regression analysis; Schwarz‘ criterion (search for similar items in EconPapers)
Date: 1997
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DOI: 10.1023/A:1003230713770

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