Discretizing a Normal Prior for Change Point Estimation in Switching Regressions

DOI10.1002/BIMJ.4710290705MaRDI QIDQ5750190zbMATH OpenOpenAlexWikidataFDO

Authors W. W. Piegorsch

Publication date 1987

Published in Biometrical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/bimj.4710290705

zbMATH Keywords

nonlinear regressionsegmented regression

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Bayesian inference (62F15) General nonlinear regression (62J02) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Recommendations

• Bayesian criteria for discriminating among regression models with one possible change point
• Bayesian Estimation of the Number of Change Points in Simple Linear Regression Models
• scientific article; zbMATH DE number 3898058
• Estimation and comparison of multiple change-point models
• scientific article; zbMATH DE number 3930146

Cited in

(1)

• Bayesian Estimation of the Number of Change Points in Simple Linear Regression Models

This page was built for publication: Discretizing a Normal Prior for Change Point Estimation in Switching Regressions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5750190)