Consistent selection of the number of change-points via sample-splitting

Keyphrases

• Sample Splitting 100%
• Penalization 100%
• Consistent Selection 100%
• Selection Criteria 66%
• Multiple Change-points 66%
• Popular 33%
• Preserved Samples 33%
• Partitioning Algorithms 33%
• Overfitting 33%
• Model Fitting 33%
• Model Distribution 33%
• Model Complexity 33%
• Numerical Experiments 33%
• Error Distribution 33%
• Optimal Partition 33%
• Change Point Analysis 33%
• Splitting Strategy 33%
• Change-point Problem 33%
• Schwarz Information Criterion 33%
• Change Point Detection 33%
• Selection Consistency 33%
• Data-driven Selection 33%
• Binary Segmentation 33%
• Squared Prediction Error 33%
• Major Challenges 33%
• Estimation Scheme 33%
• Real-data Example 33%

Mathematics

• Minimizes 100%
• Model Fit 50%
• Asymptotics 50%
• Cross-Validation 50%
• Information Criterion 50%
• Numerical Experiment 50%
• Real Data 50%
• Detection Method 50%
• Error Distribution 50%
• Change Point Analysis 50%
• Squared Prediction Error 50%