Choosing a Linear Model with a Random Number of Change-Points and Outliers
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- Nobuhisa Kashiwagi, 1991. "Bayesian detection of structural changes," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 43(1), pages 77-93, March.
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KeywordsAkaike‘s criterion; Bayes decision procedure; change-point; invariance; maximal invariant; outliers; regression analysis; Schwarz‘ criterion;
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