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

DOI10.1080/03610920500498881MaRDI QIDQ5484661zbMATH OpenOpenAlexFDO

Authors

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

Bayesian estimationchange pointsconsistencylinear regression

Mathematics Subject Classification ID

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

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Cites work

• A Bayesian Analysis of a Switching Regression Model: Known Number of Regimes
• A Bivariate Test for the Detection of a Systematic Change in Mean
• Approximating the distribution of the maximum likelihood estimate of the change-point in a sequence of independent random variables
• Bayesian inferences related to shifting sequences and two-phase regression
• Change-points in nonparametric regression analysis
• Choosing a linear model with a random number of change-points and outliers
• Detection of the number, locations and magnitudes of jumps
• Discretizing a Normal Prior for Change Point Estimation in Switching Regressions
• Estimating the number of change points in a sequence of independent normal random variables
• Estimating the number of change-points via Schwarz' criterion
• Estimation of the number of jumps of the jump regression functions
• Estimators for the Time of Change in Linear Models
• scientific article; zbMATH DE number 3551729 (Why is no real title available?)
• Kernel-type estimators of jump points and values of a regression function
• Some Bayesian Inferences for a Changing Linear Model
• Tests for parameter changes at unknown times in linear regression models
• The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes

Cited in

(13)

• Bayesian criteria for discriminating among regression models with one possible change point
• A comparison of estimators for regression models with change points
• Posterior convergence and model estimation in Bayesian change-point problems
• scientific article; zbMATH DE number 4018119 (Why is no real title available?)
• Bayesian analysis for change-point linear regression models
• Bayesian prediction of the number of change points in the piecewise linear model
• scientific article; zbMATH DE number 1203746 (Why is no real title available?)
• Bayesian analysis for a change in the intercept of simple linear regression
• On the estimation of change points in the Beer-Lambert law problem
• A Bayesian approach to the statistical analysis of a smooth-abrupt change point model
• Discretizing a Normal Prior for Change Point Estimation in Switching Regressions
• Detecting changes in the functional linear regression model
• Bayesian high-dimensional regression for change point analysis

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