# Change-point problems: A Bayesian nonparametric approach

Pietro Muliere; Marco Scarsini

Aplikace matematiky (1985)

- Volume: 30, Issue: 6, page 397-402
- ISSN: 0862-7940

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topMuliere, Pietro, and Scarsini, Marco. "Change-point problems: A Bayesian nonparametric approach." Aplikace matematiky 30.6 (1985): 397-402. <http://eudml.org/doc/15422>.

@article{Muliere1985,

abstract = {A change-point problem is examined from a Bayesian viewpoint, under nonparametric hypotheses. A Ferguson-Dirichlet prior is chosen and the posterior distribution is computed for the change-point and for the unknown distribution functions.},

author = {Muliere, Pietro, Scarsini, Marco},

journal = {Aplikace matematiky},

keywords = {change-point problem; Ferguson-Dirichlet prior; posterior distribution; Bayes estimate; change-point problem; Ferguson-Dirichlet prior; posterior distribution},

language = {eng},

number = {6},

pages = {397-402},

publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},

title = {Change-point problems: A Bayesian nonparametric approach},

url = {http://eudml.org/doc/15422},

volume = {30},

year = {1985},

}

TY - JOUR

AU - Muliere, Pietro

AU - Scarsini, Marco

TI - Change-point problems: A Bayesian nonparametric approach

JO - Aplikace matematiky

PY - 1985

PB - Institute of Mathematics, Academy of Sciences of the Czech Republic

VL - 30

IS - 6

SP - 397

EP - 402

AB - A change-point problem is examined from a Bayesian viewpoint, under nonparametric hypotheses. A Ferguson-Dirichlet prior is chosen and the posterior distribution is computed for the change-point and for the unknown distribution functions.

LA - eng

KW - change-point problem; Ferguson-Dirichlet prior; posterior distribution; Bayes estimate; change-point problem; Ferguson-Dirichlet prior; posterior distribution

UR - http://eudml.org/doc/15422

ER -

## References

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- D. M. Cifarelli P. Muliere, and M. Scarsini (1981), Il modello lineare nell'approccio bayesiano nonparametrico, Research report N. 15, Istituto Matematice G. Castelnuovo, Roma.
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- T. S. Ferguson (1973), 10.1214/aos/1176342360, Ann. Statist. 1, 209-230. Zbl0255.62037MR0350949DOI10.1214/aos/1176342360
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- A. F. M. Smith (1975), 10.1093/biomet/62.2.407, Biometrika 62, 407-416. Zbl0321.62041MR0381115DOI10.1093/biomet/62.2.407
- A. F. M. Smith (1977), A Bayesian analysis of some time-varying models, in Recent Developments in Statistics (ed. by J. R. Barra et al.), 257-267, North-Holland, Amsterdam. Zbl0366.62103MR0501550
- A. F. M. Smith (1980), 10.1007/BF02888348, Trab. Estadist. 31, 83-98. Zbl0465.62091MR0638874DOI10.1007/BF02888348

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