Posterior convergence and model estimation in Bayesian change-point problems

DOI10.1214/09-EJS477zbMath1329.62219arXiv0808.2700MaRDI QIDQ1952049

Heng Lian

Publication date: 27 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0808.2700

zbMATH Keywords

rate of convergenceposterior distributionchange-point problems

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Bayesian inference (62F15)

Related Items (4)

Bayesian sieve method for piece-wise smooth regression ⋮ Bayesian sieve methods: approximation rates and adaptive posterior contraction rates ⋮ Variable selection in panel models with breaks ⋮ Consistency of Posterior Distributions for Heteroscedastic Nonparametric Regression Models

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