Bayesian Multiple Change-Point Estimation of Multivariate Mean Vectors for Small Data
DC Field | Value | Language |
---|---|---|
dc.contributor.author | 전수영 | - |
dc.contributor.author | Wenxing Yu | - |
dc.date.accessioned | 2021-09-07T03:04:04Z | - |
dc.date.available | 2021-09-07T03:04:04Z | - |
dc.date.created | 2021-06-17 | - |
dc.date.issued | 2012 | - |
dc.identifier.issn | 1225-066X | - |
dc.identifier.uri | https://scholar.korea.ac.kr/handle/2021.sw.korea/110318 | - |
dc.description.abstract | A Bayesian multiple change-point model for small data is proposed for multivariate means and is an extension of the univariate case of Cheon and Yu (2012). The proposed model requires data from a multivariate noncentral t-distribution and conjugate priors for the distributional parameters. We apply the Metropolis-Hastings-within-Gibbs Sampling algorithm to the proposed model to detecte multiple change-points. The performance of our proposed algorithm has been investigated on simulated and real dataset, Hanwoo fat content bivariate data. | - |
dc.language | Korean | - |
dc.language.iso | ko | - |
dc.publisher | 한국통계학회 | - |
dc.title | Bayesian Multiple Change-Point Estimation of Multivariate Mean Vectors for Small Data | - |
dc.title.alternative | Bayesian Multiple Change-Point Estimation of Multivariate Mean Vectors for Small Data | - |
dc.type | Article | - |
dc.contributor.affiliatedAuthor | 전수영 | - |
dc.identifier.bibliographicCitation | 응용통계연구, v.25, no.6, pp.999 - 1008 | - |
dc.relation.isPartOf | 응용통계연구 | - |
dc.citation.title | 응용통계연구 | - |
dc.citation.volume | 25 | - |
dc.citation.number | 6 | - |
dc.citation.startPage | 999 | - |
dc.citation.endPage | 1008 | - |
dc.type.rims | ART | - |
dc.identifier.kciid | ART001729148 | - |
dc.description.journalClass | 2 | - |
dc.description.journalRegisteredClass | kci | - |
dc.subject.keywordAuthor | Small data | - |
dc.subject.keywordAuthor | change-point | - |
dc.subject.keywordAuthor | noncentral t-distribution | - |
dc.subject.keywordAuthor | Metropolis-Hastings-Within-Gibbs sampling | - |
dc.subject.keywordAuthor | Hanwoo fat content. | - |
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