Bayesian analysis for detecting a change in exponential family
type: Item
instance of: scholarly article
title: Bayesian analysis for detecting a change in exponential family
zbMATH Open document ID: 1022.62028
DOI: 10.1016/S0096-3003(00)00029-1
author: Dariush Ghorbanzadeh
author: Rachid Lounes
published in: Applied Mathematics and Computation
publication date: 2003-01-28T00:00:00Z
Mathematics Subject Classification ID: 62F15
zbMATH DE Number: 1860949
zbMATH Keywords: highest posterior density
zbMATH Keywords: HPD credible set
zbMATH Keywords: \(p\)-value
zbMATH Keywords: posterior distribution
zbMATH Keywords: change-point
describes a project that uses: GASP
MaRDI profile type: Publication
cites work: Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
cites work: The problem of the Nile: Conditional solution to a changepoint problem
cites work: Bayesian detection of a change of scale parameter in sequences of independent gamma random variables
cites work: Detection of random change point in one-parameter exponential families
cites work: An Investigation of Changepoints in the Annual Number of Cases of Haemolytic Uraemic Syndrome
cites work: Test Procedures for Possible Changes in Parameters of Statistical Distributions Occurring at Unknown Time Points
cites work: A Bayesian significance test of the stationarity of regression parameters
cites work: Bayesian analysis of a change-point in exponential families with applications.
cites work: A Bayesian Analysis of a Change in the Precision of a Sequence of Independent Normal Random Variables at an Unknown Time Point
cites work: A Bayesian approach to inference about a change-point in a sequence of random variables
cites work: Continuous-time estimation of A change-point in a poisson process
description: scientific article; zbMATH DE number 1860949