On the use of loss functions in the changepoint problem

DOI10.1007/BF02481030zbMath0492.62007OpenAlexW2092040387MaRDI QIDQ1168011

Irwin Guttman, Ulrich Menzefricke

Publication date: 1982

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02481030

zbMATH Keywords

numerical examplesmultivariate normal modelsloss functionchange point problemexponential models

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Foundations and philosophical topics in statistics (62A01)

Related Items

Change-point problems: bibliography and review, Bayesian change point problem for traffic intensity in \(M/E_r/1\) queueing model, A Bayesian analysis of some threshold switching models

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Some Bayesian Inferences for a Changing Linear Model
• A Bayesian Analysis of a Change in the Precision of a Sequence of Independent Normal Random Variables at an Unknown Time Point
• Some One-Sided Tests for Change in Level
• A Bayesian approach to inference about a change-point in a sequence of random variables
• Posterior probabilities for choosing a regression model
• A Shift of the Mean Level in a Sequence of Independent Normal Random Variables: A Bayesian Approach
• The problem of the Nile: Conditional solution to a changepoint problem