Developing a new BIC for detecting change-points
type: Item
instance of: scholarly article
title: Developing a new BIC for detecting change-points
zbMATH Open document ID: 1204.62043
author: Gang Shen
author: Jayanta K. Ghosh
published in: Journal of Statistical Planning and Inference
publication date: 2011-01-31T00:00:00Z
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 65C60
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 5843323
zbMATH Keywords: change-point
zbMATH Keywords: Bayes factor
zbMATH Keywords: BIC
zbMATH Keywords: Laplace approximation
MaRDI profile type: Publication
full work available at URL: j.jspi.2010.10.017
OpenAlex ID: W2071366375
cites work: Extending conventional priors for testing general hypotheses in linear models
cites work: The Intrinsic Bayes Factor for Model Selection and Prediction
cites work: Approximations and consistency of Bayes factors as model dimension grows
cites work: Q4348180
cites work: Q5491546
cites work: Q5726065
cites work: Q3142889
cites work: Information criterion for Gaussian change-point model
cites work: Q4343839
cites work: Estimating the dimension of a model
cites work: Q3223667
cites work: Sequential analysis. Tests and confidence intervals
cites work: Model selection in irregular problems: Applications to mapping quantitative trait loci
cites work: Tests for change-points with epidemic alternatives
DOI: 10.1016/J.JSPI.2010.10.017
description: scientific article; zbMATH DE number 5843323