scientific article

zbMath0581.62038MaRDI QIDQ3703117

Marco Scarsini, Pietro Muliere

Publication date: 1985

Full work available at URL: https://eudml.org/doc/15422

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

change-point problemposterior distributionFerguson-Dirichlet prior

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Bayesian inference (62F15)

Related Items

A note on the Dirichlet process prior in Bayesian nonparametric inference with partial exchangeability, On a nonparametric change point detection model in Markovian regimes, The semi-Markov beta-Stacy process: a Bayesian non-parametric prior for semi-Markov processes., Bayesian loss-based approach to change point analysis, Semiparametric multivariate and multiple change-point modeling

Cites Work

• Bayesian procedures for detecting a change in a sequence of random variables
• Mixtures of Dirichlet processes with applications to Bayesian nonparametric problems
• A Bayesian analysis of some nonparametric problems
• Posterior probabilities for a change-point using ranks
• 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