Joint Random Partition Models for Multivariate Change Point Analysis
Article Properties
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DOI (url)
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Publication Date2024/03/01
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Journal
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Indian UGC (journal)
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Refrences54
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José J. Quinlan EY, Technology Consulting, Chile
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Garritt L. Page Department of Statistics, Brigham Young University, Provo Utah
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Luis M. Castro Department of Statistics, Pontificia Universidad Católica de Chile, Chile, Santiago de Chile
Cite
Quinlan, José J., et al. “Joint Random Partition Models for Multivariate Change Point Analysis”. Bayesian Analysis, vol. 19, no. 1, 2024, https://doi.org/10.1214/22-ba1344.
Quinlan, J. J., Page, G. L., & Castro, L. M. (2024). Joint Random Partition Models for Multivariate Change Point Analysis. Bayesian Analysis, 19(1). https://doi.org/10.1214/22-ba1344
Quinlan, José J., Garritt L. Page, and Luis M. Castro. “Joint Random Partition Models for Multivariate Change Point Analysis”. Bayesian Analysis 19, no. 1 (2024). https://doi.org/10.1214/22-ba1344.
Quinlan JJ, Page GL, Castro LM. Joint Random Partition Models for Multivariate Change Point Analysis. Bayesian Analysis. 2024;19(1).
Refrences
| Title | Journal | Journal Categories | Citations | Publication Date |
|---|---|---|---|---|
| 10.6339/JDS.2008.06(4).419 | ||||
| Change point detection for subprime crisis in American banking: From the perspective of risk dependence | International Review of Economics & Finance |
| 18 | 2015 |
| Copula based Change Point Detection for Financial Contagion in Chinese Banking | Procedia Computer Science | 5 | 2013 | |
A Bayesian Random Partition Model For Sequential Refinement and Coagulation | Biometrics |
| 3 | 2019 |
| Estimation of a Noisy Discrete-Time Step Function: Bayes and Empirical Bayes Approaches | The Annals of Statistics |
| 1984 |