We consider the variable selection problem when response is subject to censoring. A main particularity of this context that information content sampled units varies depending on censoring times. Our approach based model where all 2k possible models are entertained and we adopt an objective Bayesian perspective choice prior distributions a delicate issue given well-known sensitivity Bayes factor...

This paper focuses on estimating the Self-Exciting Threshold Autoregressive (SETAR) type time-series model under right-censored data. As is known, SETAR used when underlying function of relation-ship between itself ( Y t ), and its p delays $$({Y_{t - j}})_{j = 1}^p$$ violates lin-earity assumption this formed by multiple behaviors that called regime. addresses dependent problem which has a ser...