Bayesian estimation of the number of change points in simple linear regression models

Communications in Statistics - Theory and Methods

Volumn 35, Issue 4, 2006, Pages 689-710

  Fan, Tsai Hung ^a   Chang, Kuo Ching ^b   Lee, Chung Bow ^b  

^a NATIONAL CENTRAL UNIVERSITY   (Taiwan)

^b NATIONAL CHUNG HSING UNIVERSITY   (Taiwan)

Author keywords

Bayesian estimation; Change points; Consistency; Linear regression

Indexed keywords

GAMMA RAYS; MATHEMATICAL MODELS; MAXIMUM LIKELIHOOD ESTIMATION; REGRESSION ANALYSIS;

BAYESIAN ESTIMATION; CHANGE POINTS; CONSISTENCY; LINEAR REGRESSION;

STATISTICAL METHODS;

EID: 33645068596     PISSN: 03610926     EISSN: 1532415X     Source Type: Journal    
DOI: 10.1080/03610920500498881     Document Type: Article

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