Developing a new BIC for detecting change-points

DOI10.1016/j.jspi.2010.10.017zbMath1204.62043OpenAlexW2071366375MaRDI QIDQ622435

Gang Shen, Jayanta K. Ghosh

Publication date: 31 January 2011

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2010.10.017

zbMATH Keywords

Bayes factorLaplace approximationBICchange-point

Mathematics Subject Classification ID

Related Items (6)

Prior-based Bayesian information criterion ⋮ On empirical likelihood inference of a change-point ⋮ Change-point detection in a shape-restricted regression model ⋮ Semiparametric test for multiple change-points based on empirical likelihood ⋮ On the isotonic change-point problem ⋮ Bayes model selection with path sampling: factor models and other examples

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Sequential analysis. Tests and confidence intervals
• Estimating the dimension of a model
• Information criterion for Gaussian change-point model
• Approximations and consistency of Bayes factors as model dimension grows
• The Intrinsic Bayes Factor for Model Selection and Prediction
• Model selection in irregular problems: Applications to mapping quantitative trait loci
• Extending conventional priors for testing general hypotheses in linear models
• Tests for change-points with epidemic alternatives

This page was built for publication: Developing a new BIC for detecting change-points