An analysis of the influence of some prior specifications in the identification of change points via product partition model

Computational Statistics and Data Analysis

Volumn 39, Issue 4, 2002, Pages 477-501

  Loschi, R H ^a   Cruz, F R B ^a  

^a FEDERAL UNIVERSITY OF MINAS GERAIS   (Brazil)

Author keywords

Cohesions; Gibbs sampling; Relevance; Student t distribution; Yao's algorithm

Indexed keywords

PARAMETER ESTIMATION; STATISTICAL METHODS;

COHESIONS;

DATA REDUCTION;

NUMERICAL METHOD;

EID: 0037189357     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-9473(01)00095-0     Document Type: Article

References (15)

1. Product partition models for change point problems
2. A Bayesian analysis for change point problems
3. Estimating the current mean of normal distribution which is subject to changes in time
4. Product partition models for normal means
5. Partition models
6. A Gibbs sampling scheme to the product partition model: An application to change-point problems
7. Bayesian detection of change points in the Chilean stock market
8. Estimation of a noisy discrete-time step function: Bayes and empirical Bayes approaches
9. Estimating the number of change-points by Schwarz's criteria