Some Bayesian Inferences for a Changing Linear Model

DOI10.2307/1268385MaRDI QIDQ3888375zbMATH OpenOpenAlexFDO

Authors J. H. Chin Choy, Lyle D. Broemeling

Publication date 1980

Published in Technometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1268385

zbMATH Keywords

change pointchanging linear modelconditional posterior distributionmarginal posterior distributionmixture of distributionsmultivariate normal-gamma prior distributionshift point

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05)

Cited in

(27)

• A Bayesian analysis of some threshold switching models
• Bayesian estimation of the switching regression model with autocorrelated errors
• On the use of loss functions in the changepoint problem
• A Bayesian approach to retrospective identification of change-points
• Distributions of Bayes-type change-point statistics under polynomial regression
• Stochastic modelling of air pollution impacts on respiratory infection risk
• Detecting changes in linear regression models with skew normal errors
• Bayesian detection of a change of scale parameter in sequences of independent gamma random variables
• Change-point problems: bibliography and review
• A Bayesian Analysis of a Structural Change in the Parameters of a Time Series
• A Gibbs Sampling Algorithm for a Changing Regression Model with Pooled Binary Response Data
• Bayes Estimation of Shift Point in Normal Sequence and Its Application to Statistical Process Control
• Bayesian forecasting with changing linear models
• Structural changes in multivariate regression models
• Parameter changes in a regression model with autocorrelated errors
• Testing for a change point in linear regression models
• Bayesian analysis for a change in the intercept of simple linear regression
• ON CHANGE POINT DETECTION AND ESTIMATION
• A bayesian analysis of trend determination in economic time series
• Bayesian change-point modelling of the effects of 3-points-for-a-win rule in football
• Modified information criterion for linear regression change-point model with its applications
• Bayesian Estimation of the Number of Change Points in Simple Linear Regression Models
• A consistent on‐line Bayesian procedure for detecting change points
• Statistical inference and neural network training based on stochastic difference model for air pollution and associated disease transmission
• Bivariate regression splines
• Detecting change points in polynomial regression models with an application to cable data sets
• On the near equivalence of the testimation and Schwarz information criterion (SIC) to study Cepheid period-luminosity relation

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