Consistency of the posterior distribution and MLE for piecewise linear regression
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چکیده
منابع مشابه
Consistency of the posterior distribution and MLE for piecewise linear regression
We prove the weak consistency of the posterior distribution and that of the Bayes estimator for a two-phase piecewise linear regression mdoel where the break-point is unknown. The non-differentiability of the likelihood of the model with regard to the break-point parameter induces technical difficulties that we overcome by creating a regularised version of the problem at hand. We first recover ...
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ژورنال
عنوان ژورنال: Electronic Journal of Statistics
سال: 2012
ISSN: 1935-7524
DOI: 10.1214/12-ejs713