Bayesian analysis for detecting a change in exponential family

DOI10.1016/S0096-3003(00)00029-1zbMath1022.62028MaRDI QIDQ1855071

Rachid Lounes, Dariush Ghorbanzadeh

Publication date: 28 January 2003

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

zbMATH Keywords

posterior distribution\(p\)-valuechange-pointhighest posterior densityHPD credible set

Mathematics Subject Classification ID

Bayesian inference (62F15)

Related Items (1)

A Bayesian analysis of a change in the parameters of autoregressive time series

Uses Software

• GASP

Cites Work

• Bayesian analysis of a change-point in exponential families with applications.
• Bayesian detection of a change of scale parameter in sequences of independent gamma random variables
• Detection of random change point in one-parameter exponential families
• A Bayesian Analysis of a Change in the Precision of a Sequence of Independent Normal Random Variables at an Unknown Time Point
• A Bayesian significance test of the stationarity of regression parameters
• A Bayesian approach to inference about a change-point in a sequence of random variables
• The problem of the Nile: Conditional solution to a changepoint problem
• Continuous-time estimation of A change-point in a poisson process
• An Investigation of Changepoints in the Annual Number of Cases of Haemolytic Uraemic Syndrome
• Test Procedures for Possible Changes in Parameters of Statistical Distributions Occurring at Unknown Time Points
• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time

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