Greb, Friederike; Krivobokova, Tatyana; Munk, Axel; … - 2012 - September 2011, last update Oct. 2012
Estimation of threshold parameters in (generalized) threshold regression models is typically performed by maximizing the corresponding profile likelihood function. Also, certain Bayesian techniques based on non-informative priors are developed and widely used. This article draws attention to...