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:: Volume 18, Issue 2 (2-2025) ::
JSS 2025, 18(2): 0-0 Back to browse issues page
Piecewise Regression Model Based on Scale Mixture Normal Distribution
Farzane Hashemi *
Abstract:   (858 Views)
One of the most widely used statistical topics in research fields is regression problems. In these models, the basic assumption of model errors is their normality, which, in some cases, is different due to asymmetry features or break points in the data. Piecewise regression models have been widely used in various fields, and it is essential to detect the breakpoint. The break points in piecewise regression models are necessary to know when and how the pattern of the data structure changes. One of the major problems is that there is a heavy tail in these data, which has been solved by using some distributions that generalize the normal distribution. In this paper, the piecewise regression model will be investigated based on the scale mixture of the normal distribution. Also, this model will be compared with the standard piecewise regression model derived from normal errors.
Keywords: Break point, EM algorithm, Piecewise regression.
Full-Text [PDF 472 kb]   (407 Downloads)    
Type of Study: Research | Subject: Statistical Inference
Received: 2024/05/22 | Accepted: 2024/05/30 | Published: 2024/12/2
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Hashemi F. Piecewise Regression Model Based on Scale Mixture Normal Distribution. JSS 2025; 18 (2)
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Creative Commons License This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.
Volume 18, Issue 2 (2-2025) Back to browse issues page
مجله علوم آماری – نشریه علمی پژوهشی انجمن آمار ایران Journal of Statistical Sciences

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