Regularized Bayesian estimation of generalized threshold regression models

DOI10.1214/13-BA850MaRDI QIDQ899014zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

regularizationempirical Bayesthreshold identification

Mathematics Subject Classification ID

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)

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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

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