Detecting structural change in linear models

DOI10.1080/03610928108828209zbMath0473.62031OpenAlexW1971644357MaRDI QIDQ3928055

J. H. Chin Choy, L. D. Broemeling

Publication date: 1981

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

Full work available at URL: https://doi.org/10.1080/03610928108828209

zbMATH Keywords

posterior distributionswitch pointsensitivity to prior distribution

Mathematics Subject Classification ID

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

Related Items (3)

A Bayesian approach to retrospective identification of change-points ⋮ Bayesian prediction of the number of change points in the piecewise linear model ⋮ Bayesian detection of a change of scale parameter in sequences of independent gamma random variables

Cites Work

• Some comparisons of tests for a shift in the slopes of a multivariate linear time series model
• A Bayesian approach to inference about a change-point in a sequence of random variables
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