Bayesian change-point problem using Bayes factor with hierarchical prior distribution

DOI10.1080/03610926.2015.1019143zbMath1396.62209OpenAlexW2332548904MaRDI QIDQ2979610

Younshik Chung, Myoungjin Jung, Seong-Ho Song

Publication date: 25 April 2017

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

Full work available at URL: https://doi.org/10.1080/03610926.2015.1019143

zbMATH Keywords

Markov chain Monte CarloBayes factorskew-normal distributionchange pointhierarchical prior distributionNile river data

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Bayesian inference (62F15)

Related Items

A first order autoregressive process with a change point: a Bayesian approach based on model selection

Cites Work

• Boundary crossing probabilities and statistical applications
• Nonparametric statistical procedures for the changepoint problem
• A Bayesian approach to inference about a change-point in a sequence of random variables
• The problem of the Nile: Conditional solution to a changepoint problem
• Statistical Applications of the Multivariate Skew Normal Distribution
• Bayesian approach to change point problems
• The multivariate skew-normal distribution
• Hierarchical Bayesian Analysis of Changepoint Problems
• Inference about the change-point in a sequence of random variables

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