Bayesian robustness in change point analysis

DOI10.1007/s42519-022-00294-4zbMath1498.62064OpenAlexW4300817107MaRDI QIDQ2096400

Fabrizio Ruggeri, Jacqueline Alves Ferreira, Rosangela H. Loschi

Publication date: 16 November 2022

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s42519-022-00294-4

zbMATH Keywords

sensitivityskew-normal distributionschange pointrandom partition

Mathematics Subject Classification ID

Bayesian inference (62F15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Exact distribution theory in statistics (62E15) Robustness and adaptive procedures (parametric inference) (62F35)

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