Consistency of the posterior distribution and MLE for piecewise linear regression

DOI10.1214/12-EJS713zbMath1336.62089arXiv1203.4753OpenAlexW2053625595MaRDI QIDQ1950863

Tristan Launay, Sophie Lamarche, Anne Philippe

Publication date: 28 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.4753

zbMATH Keywords

Bernstein-von Mises theoremmaximum-likelihood estimationpiecewise regressionnon-regular modelBayesian asymptotic

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Bayesian inference (62F15) General nonlinear regression (62J02)

Related Items (2)

Estimators in step regression models ⋮ Construction of an informative hierarchical prior for a small sample with the help of historical data and application to electricity load forecasting

Cites Work

• On asymptotic distribution theory in segmented regression problems - identified case
• Reference Bayesian inference in nonregular models.
• Bayesian nonparametrics
• Asymptotic behaviour of Bayes estimates and posterior distributions in multiparameter nonregular cases
• Construction of an informative hierarchical prior for a small sample with the help of historical data and application to electricity load forecasting
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