Bayesian analysis of a linear model involving structural changes in either regression parameters or disturbances precision

DOI10.1080/03610926.2013.806666MaRDI QIDQ2807682zbMATH OpenOpenAlexFDO

Authors Anoop Chaturvedi, Arvind Shrivastava

Publication date 25 May 2016

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

Full work available at URL https://doi.org/10.1080/03610926.2013.806666

zbMATH Keywords

linear regression modelstructural changesposterior densityposterior odds ratioprior density

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 4013835 (Why is no real title available?)
• A Bayesian approach to inference about a change-point in a sequence of random variables
• A Bayesian test of a parameter shift and an application
• Bayesian inferences related to shifting sequences and two-phase regression
• Bayesian methods for change-point detection in long-range dependent processes
• CUSUM methods for monitoring structural changes in structural equations
• Estimating and Testing Linear Models with Multiple Structural Changes
• Estimating and Testing Structural Changes in Multivariate Regressions
• Estimation and comparison of multiple change-point models
• Forecasting long memory time series when occasional breaks occur
• Nonparametrics and robustness in modern statistical inference and time series analysis: A Festschrift in honor of Professor Jana Jurečková
• Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
• Parameter changes in a regression model with autocorrelated errors
• Tests of Equality Between Sets of Coefficients in Two Linear Regressions

Cited in

(2)

• Bayesian analysis of disturbances variance in the linear regression model under asymmetric loss functions
• Bayesian analysis for a change in the intercept of simple linear regression

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