Bayesian-type estimators of change points

DOI10.1016/S0378-3758(00)00178-6MaRDI QIDQ5928931zbMATH OpenOpenAlexFDO

Authors Jaromír Antoch, Marie Hušková

Publication date 31 July 2001

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0378-3758(00)00178-6

zbMATH Keywords

bootstrapestimators of change pointsfixed changeslocation model

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Asymptotic distribution theory in statistics (62E20) Bayesian inference (62F15) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20)

Recommendations

• scientific article; zbMATH DE number 1203746
• Bayesian approach to change point problems
• Bayesian like R- and M- estimators of change points
• scientific article; zbMATH DE number 1405812
• Bayes and Empirical Bayes Inference in Changepoint Problems
• scientific article; zbMATH DE number 3930146

Cites work

• A priori estimates in problems of ``change-points of a random sequence.
• Asymptotic distribution theory of change-point estimators and confidence intervals based on bootstrap approximation
• Asymptotic efficient estimation of the change point with unknown distributions
• Bayesian like R- and M- estimators of change points
• Change-point estimators in case of small disorders
• Change-point problem and bootstrap
• Confidence regions and tests for a change-point in a sequence of exponential family random variables
• Confidence Sets in Change-Point Problems
• scientific article; zbMATH DE number 3733065 (Why is no real title available?)
• scientific article; zbMATH DE number 1048663 (Why is no real title available?)
• scientific article; zbMATH DE number 922034 (Why is no real title available?)
• scientific article; zbMATH DE number 2206047 (Why is no real title available?)
• Inference about the change-point in a sequence of binomial variables
• Inference about the change-point in a sequence of random variables
• Nonparametric change-point estimation
• On the rate of almost sure convergence of Dümbgen's change-point estimators
• The asymptotic behavior of some nonparametric change-point estimators
• The location of the maximum and asymmetric two-sided Brownian motion with triangular drift
• The problem of the Nile: Conditional solution to a changepoint problem

Cited in

(17)

• Bayesian loss-based approach to change point analysis
• Optimal change-point estimation in time series
• Multiscale change-point segmentation: beyond step functions
• Bayesian estimation of the change point using CUSUM control chart
• A quasi-Bayesian change point detection with exchangeable weights
• Bayes Estimation of Change Point in Non Standard Mixture of Left-Truncated Exponential With Unknown Proportions
• Bayesian Quickest Change-Point Detection With Sampling Right Constraints
• Bayesian Estimation of Change Point in Inverse Weibull Sequence
• scientific article; zbMATH DE number 3898058 (Why is no real title available?)
• Bayesian like R- and M- estimators of change points
• A change-point problem and inference for segment signals
• scientific article; zbMATH DE number 7247632 (Why is no real title available?)
• scientific article; zbMATH DE number 6746781 (Why is no real title available?)
• scientific article; zbMATH DE number 2205586 (Why is no real title available?)
• Bayesian Single Changepoint Estimation in a Parameter‐driven Model
• Novelty detection based on learning entropy
• Changepoint analysis of Klementinum temperature series

This page was built for publication: Bayesian-type estimators of change points

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5928931)