A Bayesian significance test of change in the presence of a single outlier

DOI10.16929/AS/2014.685.62zbMATH Open1309.62150OpenAlexW2114850117MaRDI QIDQ485980FDOQ485980

Authors: Abdeldjalil Slama 

Publication date: 14 January 2015

Published in: Afrika Statistika (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.as/1418310402

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zbMATH Keywords

outlierchange point\(p\)-valueGaussian modelsHPD region sets

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric inference under constraints (62F30)

Cited In (6)

• A Bayesian analysis of a change in the parameters of autoregressive time series
• A Bayesian significance test of change for correlated observations
• Bayesian inference in a multiple contaminated autoregressive model with trend
• Title not available (Why is that?)
• Bayesian change-point estimation in the presence of a single outlier
• A Bayesian analysis of a change in the mean of independent normal sequence with contaminated observation

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