Bayesian isotonic changepoint analysis

DOI10.1007/s10463-007-0148-yzbMath1332.62085MaRDI QIDQ730758

Dey, Dipak K., 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

zbMATH Keywords

order restricted inference; Bayesian inference; isotonic regression; change point problem

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62H15: Hypothesis testing in multivariate analysis

62F15: Bayesian inference

Related Items

Bayesian regression with B‐splines under combinations of shape constraints and smoothness properties, \(M\)-estimators for isotonic regression, Nonparametric adaptive Bayesian regression using priors with tractable normalizing constants and under qualitative assumptions

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