Bayesian forecasting with changing linear models

DOI10.1080/03610928308828541zbMath0517.62038OpenAlexW2123625120MaRDI QIDQ3666054

Margaret Land, L. D. Broemeling

Publication date: 1983

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

Full work available at URL: https://doi.org/10.1080/03610928308828541

zbMATH Keywords

predictive distributiontransition functiongeneral linear modeluniform priorgamma priormultivariate normal priorchange point parametermixture of multivariate t distributions

Mathematics Subject Classification ID

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

Cites Work

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• Some Bayesian Inferences for a Changing Linear Model
• Bayesian inferences related to shifting sequences and two-phase regression
• Forecasting future values of changing sequences
• Multiparameter Problems From a Bayesian Point of View
• Inference about the intersection in two-phase regression
• Estimating the transition between two intersecting straight lines