Bayesian estimation and maximum likelihood methods represent two central paradigms in modern statistical inference. Bayesian estimation incorporates prior beliefs through Bayes’ theorem, updating ...

In multiple change-point problems, different data segments often follow different distributions, for which the changes may occur in the mean, scale or the entire distribution from one segment to ...

The existence of maximum likelihood estimates for a class of heterocedastic regression models in considered. For a given dispersion function we show that, under a weak condition, the likelihood in ...