Bayesian analysis of a linear model involving structural changes in either regression parameters or disturbances precision

DOI10.1080/03610926.2013.806666zbMath1341.62086OpenAlexW2235607882MaRDI QIDQ2807682

Arvind Shrivastava, Anoop Chaturvedi

Publication date: 25 May 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2013.806666

zbMATH Keywords

posterior densitystructural changeslinear regression modelposterior odds ratioprior density

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian inference (62F15)

Cites Work

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• Parameter changes in a regression model with autocorrelated errors
• A Bayesian approach to inference about a change-point in a sequence of random variables
• Bayesian inferences related to shifting sequences and two-phase regression
• Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
• Estimating and Testing Linear Models with Multiple Structural Changes
• Estimating and Testing Structural Changes in Multivariate Regressions

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