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Persistent link: https://www.econbiz.de/10010866834
This article devotes to studying the variance change-points problem in student t linear regression models. By exploiting the equivalence of the student t distribution and an appropriate scale mixture of normal distributions, a Bayesian approach combined with Gibbs sampling is developed to detect...
Persistent link: https://www.econbiz.de/10010866873
Persistent link: https://www.econbiz.de/10009401754