pith. sign in

arxiv: 1403.1830 · v1 · pith:HXENSODVnew · submitted 2014-03-07 · 📊 stat.ME

A short note on model selection by LASSO methods in a change-point model

classification 📊 stat.ME
keywords modellassoauthorchange-pointciupercamethodsproofresult
0
0 comments X
read the original abstract

In Ciuperca (2012) (Ciuperca. Model selection by LASSO methods in a change-point model, Stat. Papers, 2012; (in press)), the author considered a linear regression model with multiple change-points occurring at unknown times. In particular, the author studied the asymptotic properties of the LASSO-type and of the adaptive LASSO estimators. While the established results seem interesting, we point out some major errors in proof of the most important result of the quoted paper. Further, we present a corrected result and proof.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.