Structural change detection via penalized regression
This dissertation research addresses how to detect structural changes in stochastic linear models. By introducing a special structure to the design matrix, we convert the structural change detection problem to a variable selection problem. There are many existing variable selection strategies, howev...
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| Format: | Others |
| Language: | English |
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University of Iowa
2018
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| Online Access: | https://ir.uiowa.edu/etd/6520 https://ir.uiowa.edu/cgi/viewcontent.cgi?article=8020&context=etd |