Approximation of the posterior distribution in a change-point problem

DOI10.1023/A:1003998005295zbMath0938.62023MaRDI QIDQ1962601

Jayanta K. Ghosh, Tapas Samanta, Subhashis Ghosal

Publication date: 13 June 2000

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

zbMATH Keywords

posterior distributionshazard rateGibbs samplingchange-point

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Bayesian inference (62F15)

Related Items (4)

Inference on a Sharp Jump in Hazard Rate: A Review ⋮ Posterior convergence and model estimation in Bayesian change-point problems ⋮ A new Bayes estimate of the change point in the hazard function ⋮ Modified estimators for the change point in hazard function

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