This paper presents a Bayesian significance test for stationarity of a regression equation using the highest posterior density credible set. In addition, a solution to the Behrens- Fisher problem is provided. From a Monte Carlo simulation study, it has been shown that the Bayesian significance...

Data from the automatic monitoring of intensive care patients exhibits trends, outliers, and level changes as well as periods of relative constancy. All this is overlaid with a high level of noise and there are dependencies between the different items measured. Current monitoring systems tend to...

We show that spline and wavelet series regression estimators for weakly dependent regressors attain the optimal uniform (i.e. sup-norm) convergence rate (n= log n)..p=(2p+d) of Stone (1982), where d is the number of regressors and p is the smoothness of the regression function. The optimal rate...

We provide a new definition of breakdown in finite samples with an extension to asymptotic breakdown. Previous definitions center around defining a critical region for either the parameter or the objective function. If for a particular outlier constellation the critical region is entered,...