Enrique E. Alvarez
National University of La Plata, La Plata, Provincia de Buenos Aires, Argentina

Are you Enrique E. Alvarez?

Claim your profile

Publications (1)0.86 Total impact

  • Source
    Article: Bayesian isotonic changepoint analysis
    Enrique E. Alvarez, Dipak K. Dey
    [show abstract] [hide abstract]
    ABSTRACT: A general approach to Bayesian isotonic changepoint problems is developed. Such isotonic changepoint analysis includes trends and other constraint problems and it captures linear, non-smooth as well as abrupt changes. Desired marginal posterior densities are obtained using a Markov chain Monte Carlo method. The methodology is exemplified using one simulated and two real data examples, where it is shown that our proposed Bayesian approach captures the qualitative conclusion about the shape of the trend change.
    Annals of the Institute of Statistical Mathematics 04/2012; 61(2):355-370. · 0.86 Impact Factor

Institutions

  • 2012
    • National University of La Plata
      La Plata, Provincia de Buenos Aires, Argentina
Browse more researchers