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Bayes Estimation of Two-Phase Linear Regression Model
Joint Authors
Andharia, Paresh
Pandya, Mayuri
Bhatt, Krishnam
Source
International Journal of Quality, Statistics, and Reliability
Issue
Vol. 2011, Issue 2011 (31 Dec. 2011), pp.1-9, 9 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2011-07-26
Country of Publication
Egypt
No. of Pages
9
Main Subjects
Economics & Business Administration
Economy
Abstract EN
Let the regression model be Yi=β1Xi+εi, where εi are i.
i.
d.
N (0,σ2) random errors with variance σ2>0 but later it was found that there was a change in the system at some point of time m and it is reflected in the sequence after Xm by change in slope, regression parameter β2.
The problem of study is when and where this change has started occurring.
This is called change point inference problem.
The estimators of m, β1,β2 are derived under asymmetric loss functions, namely, Linex loss & General Entropy loss functions.
The effects of correct and wrong prior information on the Bayes estimates are studied.
American Psychological Association (APA)
Pandya, Mayuri& Bhatt, Krishnam& Andharia, Paresh. 2011. Bayes Estimation of Two-Phase Linear Regression Model. International Journal of Quality, Statistics, and Reliability،Vol. 2011, no. 2011, pp.1-9.
https://search.emarefa.net/detail/BIM-465549
Modern Language Association (MLA)
Pandya, Mayuri…[et al.]. Bayes Estimation of Two-Phase Linear Regression Model. International Journal of Quality, Statistics, and Reliability No. 2011 (2011), pp.1-9.
https://search.emarefa.net/detail/BIM-465549
American Medical Association (AMA)
Pandya, Mayuri& Bhatt, Krishnam& Andharia, Paresh. Bayes Estimation of Two-Phase Linear Regression Model. International Journal of Quality, Statistics, and Reliability. 2011. Vol. 2011, no. 2011, pp.1-9.
https://search.emarefa.net/detail/BIM-465549
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-465549