Bayesian single change point detection in a sequence of multivariate normal observations

DOI10.1080/02331880500315339zbMath1089.62029OpenAlexW2166038583MaRDI QIDQ5475299

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Publication date: 16 June 2006

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880500315339

zbMATH Keywords

simulationsintrinsic Bayes factorposterior probabilitynoninformative priorchange pointdefault Bayes factor

Mathematics Subject Classification ID

Related Items (6)

A change-point problem and inference for segment signals ⋮ An ANOVA-type test for multiple change points ⋮ Multiple change-point detection of multivariate mean vectors with the Bayesian approach ⋮ A Bayesian wavelet approach to estimation of a change-point in a nonlinear multivariate time series ⋮ Greedy Gaussian segmentation of multivariate time series ⋮ Inference for single and multiple change-points in time series

Cites Work

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• Default Bayes Factors for Nonnested Hypothesis Testing
• TWO-SAMPLE BAYESIAN TESTS USING INTRINSIC BAYES FACTORS FOR MULTIVARIATE NORMAL OBSERVATIONS

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