A Beyseian Detection for the Number of Change Points in Linear Regression Model
碩士 === 國立中興大學 === 統計學研究所 === 102 === A Bayesian approach is considered to detect the number of change points in linear regression model. The work is the extension of that given by Fan et al. (1996) for simple linear regression. The normal-gamma prior information for the regression parameters is empl...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2014
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/26052644698619509944 |