Bayesian isotonic changepoint analysis

DOI10.1007/S10463-007-0148-YMaRDI QIDQ730758zbMATH OpenOpenAlexFDO

Authors Enrique E. Álvarez, Dipak K. Dey

Publication date 30 September 2009

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10463-007-0148-y

zbMATH Keywords

Bayesian inferenceisotonic regressionorder restricted inferencechange point problem

Mathematics Subject Classification ID

Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Hypothesis testing in multivariate analysis (62H15)

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Cites work

• scientific article; zbMATH DE number 3898058 (Why is no real title available?)
• scientific article; zbMATH DE number 193111 (Why is no real title available?)
• scientific article; zbMATH DE number 1487640 (Why is no real title available?)
• 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
• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
• Hierarchical Bayesian Analysis of Changepoint Problems
• Isotonic regression: Another look at the changepoint problem
• On Optimum Methods in Quickest Detection Problems

Cited in

(9)

• Nonparametric adaptive Bayesian regression using priors with tractable normalizing constants and under qualitative assumptions
• Changepoint Analysis as a Method for Isotonic Inference
• Bayesian regression with B‐splines under combinations of shape constraints and smoothness properties
• Bayesian Isotonic Regression and Trend Analysis
• Isotonic regression: Another look at the changepoint problem
• Non-iterative sampling-based Bayesian methods for identifying changepoints in the sequence of cases of haemolytic uraemic syndrome
• Hierarchical Bayesian Analysis of Changepoint Problems
• On the isotonic change-point problem
• \(M\)-estimators for isotonic regression

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