Bayesian detection of a change of scale parameter in sequences of independent gamma random variables

DOI10.1016/0304-4076(82)90049-5zbMath0507.62028OpenAlexW2030979597MaRDI QIDQ1837488

Joaquin Diaz

Publication date: 1982

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(82)90049-5

zbMATH Keywords

detection of changechange of scale parametersequences of independent gamma random variables

Mathematics Subject Classification ID

Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10)

Related Items

Bayesian analysis of a change-point in exponential families with applications. ⋮ Statistical inference for the shape parameter change-point estimator in negative associated gamma distribution ⋮ A first order autoregressive process with a change point: a Bayesian approach based on model selection ⋮ Change-point problems: bibliography and review ⋮ Bayesian analysis for detecting a change in exponential family ⋮ A Bayesian analysis of some threshold switching models

Cites Work

• A Bayesian test of a parameter shift and an application
• Some Bayesian Inferences for a Changing Linear Model
• Detecting structural change in linear models
• A Bayesian Analysis of a Switching Regression Model: Known Number of Regimes
• A Bayesian approach to inference about a change-point in a sequence of random variables
• Bayesian inferences related to shifting sequences and two-phase regression
• Estimating the transition between two intersecting straight lines