Bayesian isotonic changepoint analysis
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s10463-007-0148-y.pdf
Reference13 articles.
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2. Carlin B.P., GelfandA.E., Smith A.F.M. (1992). Hierarchical Bayesian analysis of changepoint problems. Applied Statistics 2: 389–405
3. Chernoff H., Zacks S. (1964). Estimating the current mean of a normal distribution which is subject to changes in time. Annals of Mathematical Statistics 35: 999–1018
4. Dey D.K., Purkayastha S. (1997). Bayesian approach to change-point problems. Communications in Statistics, Theory and Methods 26: 2035–2047
5. Gelfand A.E., Smith A.F., Lee T.M. (1992). Bayesian analysis of constrained parameter and truncated data problems using gibbs sampling. Journal of the American Statistical Association 87(418): 523–532
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