Adaptive and unbiased predictors in a change point regression model

DOI10.1016/0167-7152(94)90028-0zbMath0801.62057OpenAlexW1984930838MaRDI QIDQ1332876

Debashis Kushary, Arthur Cohen

Publication date: 4 December 1994

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(94)90028-0

zbMATH Keywords

predictionadaptive estimatorleast squaresbiassimulation studygeneralized Bayes estimatorsunbiased estimatorresidual sum of squaresunbiased predictorspenalty factoradaptive predictorschange point regression modeluninformative prior distributions

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10)

Related Items

Estimation in a change-point hazard regression model ⋮ Detecting change in a hazard regression model with right-censoring

Cites Work

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• Inference in a model with at most one slope-change point
• Some Hypotheses Concerning Two Phase Regression Lines
• An Approach to Inference Following Model Selection With Applications to Transformation-Based and Adaptive Inference
• The likelihood ratio test for a change-point in simple linear regression
• Fitting Segmented Curves Whose Join Points Have to be Estimated
• Bayesian analysis of a three-component hierarchical design model
• Inference in Two-Phase Regression

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