Bayesian change-point problem using Bayes factor with hierarchical prior distribution

DOI10.1080/03610926.2015.1019143MaRDI QIDQ2979610zbMATH OpenOpenAlexFDO

Authors Myoungjin Jung, Younshik Chung, Seong-Ho Song

Publication date 25 April 2017

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

Full work available at URL https://doi.org/10.1080/03610926.2015.1019143

zbMATH Keywords

Bayes factorchange pointhierarchical prior distributionMarkov chain Monte CarloNile river dataskew-normal distribution

Mathematics Subject Classification ID

Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12)

Recommendations

• Hierarchical Bayesian Analysis of Changepoint Problems
• Bayesian approach to change point problems
• scientific article; zbMATH DE number 3930146
• scientific article; zbMATH DE number 1405812
• Bayes and Empirical Bayes Inference in Changepoint Problems

Cites work

• A Bayesian approach to inference about a change-point in a sequence of random variables
• Bayesian approach to change point problems
• Boundary crossing probabilities and statistical applications
• Hierarchical Bayesian Analysis of Changepoint Problems
• Inference about the change-point in a sequence of random variables
• Nonparametric statistical procedures for the changepoint problem
• Statistical Applications of the Multivariate Skew Normal Distribution
• The multivariate skew-normal distribution
• The problem of the Nile: Conditional solution to a changepoint problem

Cited in

(2)

• A first order autoregressive process with a change point: a Bayesian approach based on model selection
• scientific article; zbMATH DE number 1522728 (Why is no real title available?)

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