Some Bayesian Inferences for a Changing Linear Model

DOI10.2307/1268385zbMath0444.62079OpenAlexW4255107531MaRDI QIDQ3888375

J. H. Chin Choy, L. D. Broemeling

Publication date: 1980

Published in: Technometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1268385

zbMATH Keywords

mixture of distributionschange pointmarginal posterior distributionconditional posterior distributionshift pointchanging linear modelmultivariate normal-gamma prior distribution

Mathematics Subject Classification ID

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

Related Items (26)

A Bayesian Analysis of a Structural Change in the Parameters of a Time Series ⋮ Distributions of Bayes-type change-point statistics under polynomial regression ⋮ Bayesian change-point modelling of the effects of 3-points-for-a-win rule in football ⋮ ON CHANGE POINT DETECTION AND ESTIMATION ⋮ Structural changes in multivariate regression models ⋮ Stochastic modelling of air pollution impacts on respiratory infection risk ⋮ Bayesian analysis for a change in the intercept of simple linear regression ⋮ Modified information criterion for linear regression change-point model with its applications ⋮ A bayesian analysis of trend determination in economic time series ⋮ A consistent on‐line Bayesian procedure for detecting change points ⋮ Bayesian estimation of the switching regression model with autocorrelated errors ⋮ On the use of loss functions in the changepoint problem ⋮ A Bayesian approach to retrospective identification of change-points ⋮ Bivariate regression splines ⋮ Detecting changes in linear regression models with skew normal errors ⋮ Detecting change points in polynomial regression models with an application to cable data sets ⋮ On the near equivalence of the testimation and Schwarz information criterion (SIC) to study Cepheid period-luminosity relation ⋮ Bayes Estimation of Shift Point in Normal Sequence and Its Application to Statistical Process Control ⋮ Bayesian Estimation of the Number of Change Points in Simple Linear Regression Models ⋮ Change-point problems: bibliography and review ⋮ Bayesian detection of a change of scale parameter in sequences of independent gamma random variables ⋮ Testing for a change point in linear regression models ⋮ Bayesian forecasting with changing linear models ⋮ Parameter changes in a regression model with autocorrelated errors ⋮ A Gibbs Sampling Algorithm for a Changing Regression Model with Pooled Binary Response Data ⋮ A Bayesian analysis of some threshold switching models

This page was built for publication: Some Bayesian Inferences for a Changing Linear Model