Structural changes in multivariate regression models

DOI10.1080/03610928508829012zbMath0586.62099OpenAlexW2015008763MaRDI QIDQ3711526

David H. Moen, Diego Salazar, L. D. Broemeling

Publication date: 1985

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

Full work available at URL: https://doi.org/10.1080/03610928508829012

zbMATH Keywords

precision matrixchange pointnumerical studymarginal posterior distributionsmultivariate normal-Wishart distributionregression matrices

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian inference (62F15) Monte Carlo methods (65C05)

Related Items

A first order autoregressive process with a change point: a Bayesian approach based on model selection, Change-point problems: bibliography and review, Bayesian inferences for several autoregressive processes, Bayesian Time Series Analysis of Structural Changes in Level and Trend, A Gibbs Sampling Algorithm for a Changing Regression Model with Pooled Binary Response Data

Cites Work

• Some Bayesian Inferences for a Changing Linear Model
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