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- W2530132386 abstract "The general form of the change-point problem is to determine the unknown location m, based on an ordered sequence of observations X1,X2,.., Xm, Xm+1,..., Xn such that, the two groups of observation X1,X2,.., Xm and Xm+1,..., Xn follow distinct models. In this paper the problem of change-point detection of two-phase Laplace model is considered. Our object is to find the location of random variables where the parameters of their model are changed. The Bayesian method is used to estimate the parameters. Then by simulation studies, the implementation of proposed method will be discussed. For estimate the parameters of the model, and the procedure of the change-point detection the R2OpenBUGS Package in R is used. Finally, a few empirical applications are presented to illustrate the usefulness of the procedures. Key words: Two-phase Laplace, change point, Bayesian methods, R2OpenBUGS." @default.
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- W2530132386 date "2016-09-30" @default.
- W2530132386 modified "2023-10-04" @default.
- W2530132386 title "Bayesian analysis to detect change-point in two-phase Laplace model" @default.
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- W2530132386 doi "https://doi.org/10.5897/sre2016.6441" @default.
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