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

DOI10.1080/03610926.2013.806666zbMATH Open1341.62086OpenAlexW2235607882MaRDI QIDQ2807682FDOQ2807682

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

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zbMATH Keywords

linear regression modelstructural changesposterior densityposterior odds ratioprior density

Mathematics Subject Classification ID

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

Cites Work

• Estimation and comparison of multiple change-point models
• Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
• Estimating and Testing Linear Models with Multiple Structural Changes
• Tests of Equality Between Sets of Coefficients in Two Linear Regressions
• Bayesian methods for change-point detection in long-range dependent processes
• Nonparametrics and robustness in modern statistical inference and time series analysis: A Festschrift in honor of Professor Jana Jurečková
• A Bayesian approach to inference about a change-point in a sequence of random variables
• Estimating and Testing Structural Changes in Multivariate Regressions
• Title not available (Why is that?)
• Parameter changes in a regression model with autocorrelated errors
• Forecasting long memory time series when occasional breaks occur
• A Bayesian test of a parameter shift and an application
• Bayesian inferences related to shifting sequences and two-phase regression
• CUSUM methods for monitoring structural changes in structural equations

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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