Bayesian variance changepoint detection in linear models with symmetric heavy-tailed errors
Shuaimin Kang, Guangying Liu, Howard Qi, Min Wang
| Year of publication: |
2018
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|---|---|
| Authors: | Kang, Shuaimin ; Liu, Guangying ; Qi, Howard ; Wang, Min |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 52.2018, 2, p. 459-477
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| Subject: | Bayesian inference | Gibbs sampler | Heavy-tailed distributions | The Metropolis-Hastings algorithm | Variance changepoints | Bayes-Statistik | Statistische Verteilung | Statistical distribution | Varianzanalyse | Analysis of variance | Schätztheorie | Estimation theory | Markov-Kette | Markov chain | Statistische Methodenlehre | Statistical theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-017-9690-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012052960