Bayesian analysis for detecting a change in exponential family
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Publication:1855071
DOI10.1016/S0096-3003(00)00029-1zbMATH Open1022.62028MaRDI QIDQ1855071FDOQ1855071
Authors: Dariush Ghorbanzadeh, Rachid Lounes
Publication date: 28 January 2003
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
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- scientific article; zbMATH DE number 4194936
- Testing for the number of change points in a sequence of exponential random variables
Cites Work
- The problem of the Nile: Conditional solution to a changepoint problem
- A Bayesian approach to inference about a change-point in a sequence of random variables
- Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
- Bayesian detection of a change of scale parameter in sequences of independent gamma random variables
- A Bayesian significance test of the stationarity of regression parameters
- Test Procedures for Possible Changes in Parameters of Statistical Distributions Occurring at Unknown Time Points
- Continuous-time estimation of A change-point in a poisson process
- Bayesian analysis of a change-point in exponential families with applications.
- A Bayesian Analysis of a Change in the Precision of a Sequence of Independent Normal Random Variables at an Unknown Time Point
- An Investigation of Changepoints in the Annual Number of Cases of Haemolytic Uraemic Syndrome
- Detection of random change point in one-parameter exponential families
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