Detecting structural change in linear models

DOI10.1080/03610928108828209MaRDI QIDQ3928055zbMATH OpenOpenAlexFDO

Authors Lyle D. Broemeling, J. H. Chin Choy

Publication date 1981

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

Full work available at URL https://doi.org/10.1080/03610928108828209

zbMATH Keywords

posterior distributionsensitivity to prior distributionswitch point

Mathematics Subject Classification ID

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

Cites work

• A Bayesian approach to inference about a change-point in a sequence of random variables
• scientific article; zbMATH DE number 3426675 (Why is no real title available?)
• scientific article; zbMATH DE number 3548305 (Why is no real title available?)
• scientific article; zbMATH DE number 3390199 (Why is no real title available?)
• scientific article; zbMATH DE number 3200152 (Why is no real title available?)
• Some comparisons of tests for a shift in the slopes of a multivariate linear time series model

Cited in

(3)

• A Bayesian approach to retrospective identification of change-points
• Bayesian detection of a change of scale parameter in sequences of independent gamma random variables
• Bayesian prediction of the number of change points in the piecewise linear model

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