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Journal articles

Bayesian analysis for detecting a change in exponential family

Abstract : We propose a bayesian analysis of detection of a change of parameter in a sequence of independent random variables from exponential family. The test uses the highest posterior density credible set.
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Contributor : Rachid Lounes Connect in order to contact the contributor
Submitted on : Friday, March 14, 2008 - 1:45:27 PM
Last modification on : Tuesday, February 22, 2022 - 3:35:50 AM


  • HAL Id : hal-00264151, version 1


Dariush Ghorbanzadeh, Rachid Lounes. Bayesian analysis for detecting a change in exponential family. Applied Mathematics and Computation, Elsevier, 2001, 124, pp.1-15. ⟨hal-00264151⟩



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