Bayesian analysis for detecting a change in exponential family

DOI10.1016/S0096-3003(00)00029-1MaRDI QIDQ1855071zbMATH OpenFDO

Authors Dariush Ghorbanzadeh, Rachid Lounes

Publication date 28 January 2003

Published in Applied Mathematics and Computation (Search for Journal in Brave)

zbMATH Keywords

\(p\)-valueposterior distributionchange-pointhighest posterior densityHPD credible set

Mathematics Subject Classification ID

Bayesian inference (62F15)

Recommendations

• Bayesian analysis of a change-point in exponential families with applications.
• Estimating the Number of Change Points in Exponential Families Distributions
• Detection of random change point in one-parameter exponential families
• scientific article; zbMATH DE number 4194936
• Testing for the number of change points in a sequence of exponential random variables

Cites work

• A Bayesian Analysis of a Change in the Precision of a Sequence of Independent Normal Random Variables at an Unknown Time Point
• A Bayesian approach to inference about a change-point in a sequence of random variables
• A Bayesian significance test of the stationarity of regression parameters
• An Investigation of Changepoints in the Annual Number of Cases of Haemolytic Uraemic Syndrome
• Bayesian analysis of a change-point in exponential families with applications.
• Bayesian detection of a change of scale parameter in sequences of independent gamma random variables
• Continuous-time estimation of A change-point in a poisson process
• Detection of random change point in one-parameter exponential families
• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
• Test Procedures for Possible Changes in Parameters of Statistical Distributions Occurring at Unknown Time Points
• The problem of the Nile: Conditional solution to a changepoint problem

Cited in

(3)

• A Bayesian analysis of a change in the parameters of autoregressive time series
• scientific article; zbMATH DE number 4194936 (Why is no real title available?)
• Bayes pre-test estimation for the change point of the changing one parameter exponential family

Describes a project that uses

Uses Software

• GASP

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