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On Pattern Recovery of The Fused Lasso
Confidence interval jackknife empirical likelihood risk measure
2016/1/25
Quantifying risks is of importance in insurance. In this paper, we employ the jackknife empirical likelihood method to construct confidence intervals for some risk measures and related quantities stud...
Model selection by LASSO methods in a change-point model
change-points selection criterion asymptotic behavior
2011/7/19
The paper considers a linear regression model with multiple change-points occurring at unknown times.