An Application of EM Algorithm to a Change-Point Problem

DOI10.1080/03610920701827581MaRDI QIDQ3526058zbMATH OpenOpenAlexFDO

Authors Hong Du, Naveen K. Bansal, G. G. Hamedani

Publication date 24 September 2008

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

Full work available at URL https://doi.org/10.1080/03610920701827581

zbMATH Keywords

Bayesian approachEM algorithmexponential familiesmaximum likelihood

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10)

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Cites work

• A Bayesian approach to inference about a change-point in a sequence of random variables
• A Shift of the Mean Level in a Sequence of Independent Normal Random Variables: A Bayesian Approach
• Bayesian analysis of a change-point in exponential families with applications.
• Change Point Detection in a General Class of Distributions
• Change Points in the Series of T4 Counts Prior to AIDS
• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
• Hierarchical Bayesian Analysis of Changepoint Problems
• scientific article; zbMATH DE number 1485432 (Why is no real title available?)
• Test Procedures for Possible Changes in Parameters of Statistical Distributions Occurring at Unknown Time Points
• Testing and Locating Variance Changepoints with Application to Stock Prices

Cited in

(1)

• Robust mean change-point detecting through Laplace linear regression using EM algorithm

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