Document Zbl 07551928

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Stat., Simulation Comput.</a> <a href="/?q=in%3A483784" title="Articles in this Issue">48, No. 7, 1922-1947 (2019)</a>. </div> <div class="abstract">Summary: We propose an extension of parametric product partition models. We name our proposal nonparametric product partition models because we associate a random measure instead of a parametric kernel to each set within a random partition. Our methodology does not impose any specific form on the marginal distribution of the observations, allowing us to detect shifts of behaviour even when dealing with heavy-tailed or skewed distributions. We propose a suitable loss function and find the partition of the data having minimum expected loss. We then apply our nonparametric procedure to multiple change-point analysis and compare it with PPMs and with other methodologies that have recently appeared in the literature. Also, in the context of missing data, we exploit the product partition structure in order to estimate the distribution function of each missing value, allowing us to detect change points using the loss function mentioned above. Finally, we present applications to financial as well as genetic data.</div> <div class="clear"></div> <br> <div class="citations"><div class="clear"><a href="/?q=rf%3A7551928">Cited in <strong>2</strong> Documents</a></div></div> <div class="classification"> <h3>MSC:</h3> <table><tr> <td> <a class="mono" href="/classification/?q=cc%3A62F15" title="MSC2020">62F15</a> </td> <td class="space"> Bayesian inference </td> </tr><tr> <td> <a class="mono" href="/classification/?q=cc%3A62G99" title="MSC2020">62G99</a> </td> <td class="space"> Nonparametric inference </td> </tr><tr> <td> <a class="mono" href="/classification/?q=cc%3A62C99" title="MSC2020">62C99</a> </td> <td class="space"> Statistical decision theory </td> </tr></table> </div><div class="keywords"> <h3>Keywords:</h3><a href="/?q=ut%3ABayesian+nonparametric+inference">Bayesian nonparametric inference</a>; <a href="/?q=ut%3Aloss+functions">loss functions</a>; <a href="/?q=ut%3Amissing+values">missing values</a></div> <div class="software"> <h3>Software:</h3><a href="/software/771">R</a>; <a href="/software/14376">impute</a>; <a href="/software/7118">strucchange</a>; <a href="/software/14696">bcp</a>; <a href="/software/7074">changepoint</a></div>  <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;">  </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function">  <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 07551928" data-ciurl="/ci/07551928" data-biburl="/bibtex/07551928.bib" data-amsurl="/amsrefs/07551928.bib" data-xmlurl="/xml/07551928.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/07551928.pdf" title="Zbl 07551928 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1080/03610918.2018.1429616" aria-label="DOI for “Nonparametric product partition models for multiple change-points analysis”" title="10.1080/03610918.2018.1429616">DOI</a> </div> <div class="sfx" style="float: right;"> </div> </div> <div class="references"> <h3>References:</h3> <table><tr> <td>[1]</td> <td class="space">Barry, D.; Hartigan, J. 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