Bayesian isotonic changepoint analysis
From MaRDI portal
Publication:730758
DOI10.1007/S10463-007-0148-YzbMATH Open1332.62085OpenAlexW2144047758MaRDI QIDQ730758FDOQ730758
Dipak K. Dey, Enrique E. Álvarez
Publication date: 30 September 2009
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10463-007-0148-y
Recommendations
Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Hypothesis testing in multivariate analysis (62H15)
Cites Work
- Hierarchical Bayesian Analysis of Changepoint Problems
- Title not available (Why is that?)
- On Optimum Methods in Quickest Detection Problems
- Isotonic regression: Another look at the changepoint problem
- Boundary crossing probabilities and statistical applications
- Title not available (Why is that?)
- A Bayesian approach to inference about a change-point in a sequence of random variables
- Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
- Title not available (Why is that?)
- Bayesian approach to change point problems
Cited In (8)
- Changepoint Analysis as a Method for Isotonic Inference
- Nonparametric adaptive Bayesian regression using priors with tractable normalizing constants and under qualitative assumptions
- On the isotonic change-point problem
- Bayesian regression with B‐splines under combinations of shape constraints and smoothness properties
- Bayesian Isotonic Regression and Trend Analysis
- Isotonic regression: Another look at the changepoint problem
- Hierarchical Bayesian Analysis of Changepoint Problems
- \(M\)-estimators for isotonic regression
This page was built for publication: Bayesian isotonic changepoint analysis
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q730758)