Regularized Bayesian estimation of generalized threshold regression models
DOI10.1214/13-BA850zbMATH Open1327.62394OpenAlexW2109876368MaRDI QIDQ899014FDOQ899014
Authors: Friederike Greb, Tatyana Krivobokova, Axel Munk, Stephan von Cramon-Taubadel 
Publication date: 21 December 2015
Published in: Bayesian Analysis (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ba/1393251775
Recommendations
- Likelihood estimation and inference in threshold regression
- Estimation of threshold values and regression parameters in threshold regression model
- A Bayesian analysis of generalized threshold autoregressive models
- A smoothed least squares estimator for threshold regression models
- Semi-parametric estimation of a generalized threshold regression model under conditional quantile restriction
Bayesian inference (62F15) General nonlinear regression (62J02) Applications of statistics to biology and medical sciences; meta analysis (62P10) Applications of statistics to economics (62P20) Empirical decision procedures; empirical Bayes procedures (62C12)
Cites Work
- Title not available (Why is that?)
- Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
- Approximate Inference in Generalized Linear Mixed Models
- Tests for Parameter Instability and Structural Change With Unknown Change Point
- Title not available (Why is that?)
- Title not available (Why is that?)
- Likelihood methods in statistics
- Testing for Threshold Effects in Regression Models
- Limiting properties of the least squares estimator of a continuous threshold autoregressive model
- Sample Splitting and Threshold Estimation
- On asymptotic distribution theory in segmented regression problems - identified case
- Testing for two-regime threshold cointegration in vector error-correction models.
- SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS
- BAYESIAN THRESHOLD AUTOREGRESSIVE MODELS FOR NONLINEAR TIME SERIES
- Title not available (Why is that?)
- Threshold models in time series analysis -- 30 years on
- On parameter estimation of threshold autoregressive models
- Likelihood estimation and inference in threshold regression
- Title not available (Why is that?)
- Estimating the transition between two intersecting straight lines
- Maximum likelihood estimation of a generalized threshold stochastic regression model
- A generalized threshold mixed model for analyzing nonnormal nonlinear time series, with application to plague in Kazakhstan
Cited In (6)
- Model-robust inference for continuous threshold regression models
- Combined first and second order variational approaches for image processing
- Estimation of threshold values and regression parameters in threshold regression model
- Quantile universal threshold
- Likelihood estimation and inference in threshold regression
- Adaptive estimation of the threshold point in threshold regression
This page was built for publication: Regularized Bayesian estimation of generalized threshold regression models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q899014)
