Bayes pre-test estimation for the change point of the changing one parameter exponential family

DOI10.1007/BF03263570zbMath1316.62037OpenAlexW2072311253MaRDI QIDQ2513702

Priyanka Aggarwa, Ashok K. Bansal

Publication date: 28 January 2015

Published in: Metron (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf03263570

zbMATH Keywords

exponential familychange pointlinex lossloss robustnessBayes pre-test estimate

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10)

Uses Software

• BaM

Cites Work

• On Measuring Loss Robustness Using Maximum A Posteriori Estimate
• Bayesian Estimation and Prediction Using Asymmetric Loss Functions
• A Bayesian approach to inference about a change-point in a sequence of random variables
• Hierarchical Bayesian Analysis of Changepoint Problems
• Bayes Factors
• Ranges of Posterior Expected Losses and ε-Robust Actions
• Robust Bayesian analysis
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