Bayesian Estimation of the Number of Change Points in Simple Linear Regression Models

DOI10.1080/03610920500498881zbMath1093.62033OpenAlexW2043761365MaRDI QIDQ5484661

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Publication date: 21 August 2006

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

Full work available at URL: https://doi.org/10.1080/03610920500498881

zbMATH Keywords

consistencychange pointsBayesian estimationlinear regression

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10) Bayesian inference (62F15)

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Cites Work

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• Estimating the number of change-points via Schwarz' criterion
• Approximating the distribution of the maximum likelihood estimate of the change-point in a sequence of independent random variables
• Tests for parameter changes at unknown times in linear regression models
• Change-points in nonparametric regression analysis
• Kernel-type estimators of jump points and values of a regression function
• Choosing a linear model with a random number of change-points and outliers
• Estimating the number of change points in a sequence of independent normal random variables
• Detection of the number, locations and magnitudes of jumps
• Some Bayesian Inferences for a Changing Linear Model
• A Bayesian Analysis of a Switching Regression Model: Known Number of Regimes
• Bayesian inferences related to shifting sequences and two-phase regression
• A Bivariate Test for the Detection of a Systematic Change in Mean
• Estimators for the Time of Change in Linear Models
• Estimation of the number of jumps of the jump regression functions
• The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes
• Discretizing a Normal Prior for Change Point Estimation in Switching Regressions

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