Data driven rank test for the change point problem
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References listed on IDEAS
- Vinod, Hrishikesh D, 1978. "A Survey of Ridge Regression and Related Techniques for Improvements over Ordinary Least Squares," The Review of Economics and Statistics, MIT Press, vol. 60(1), pages 121-131, February.
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KeywordsChange point; Data driven test; Model selection; Rank test;
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