Journal of the Royal Statistical Society Series B: Statistical Methodology

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12.05.2025

Detection and inference of changes in high-dimensional linear regression with non-sparse structures

Authors Cho H, Kley T, Li H Journal Journal of the Royal Statistical Society, Series B Citation J R Stat Soc Series B: Stat Method. 2025. accepted manuscript. Abstract For data segmentation in high-dimensional linear regression settings, the regression parameters are often assumed to be sparse segment-wise, which enables many
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21.10.2024

Multiscale scanning with nuisance parameters

Authors König C, Munk A, Werner F Journal Journal of the Royal Statistical Society Series B: Statistical Methodology Citation J R Stat Soc Series B: Statistical Methodology, 2024, 00, 1–19. Abstract We develop a multiscale scanning method to find anomalies in a d-dimensional random field in the presence of nuisance
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