In this paper, using some idea of statistical diagnostics such as Geisser (1985,1987), we analyze structural changes in linear models from Bayesian predictive point of view.In this paper ,we present two new methods ba...In this paper, using some idea of statistical diagnostics such as Geisser (1985,1987), we analyze structural changes in linear models from Bayesian predictive point of view.In this paper ,we present two new methods basing on the Conditional Predictive Discordancy Diagnostics and Kullback-Leibler divergence respectively,to detect changes in regression展开更多
文摘In this paper, using some idea of statistical diagnostics such as Geisser (1985,1987), we analyze structural changes in linear models from Bayesian predictive point of view.In this paper ,we present two new methods basing on the Conditional Predictive Discordancy Diagnostics and Kullback-Leibler divergence respectively,to detect changes in regression
