A Bayesian non-parametric estimate for multivariate regression

DOI10.1016/0304-4076(85)90117-4zbMath0572.62031OpenAlexW1997590815MaRDI QIDQ1062378

B. George

Publication date: 1985

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(85)90117-4

zbMATH Keywords

linear Bayes estimatesmixture of Dirichlet processes priorpredictive approachridge regression estimates

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Nonparametric estimation (62G05) Bayesian inference (62F15)

Cites Work

• Dirichlet invariant processes and applications to nonparametric estimation of symmetric distribution functions
• Adaptive multivariate ridge regression
• Approximate Bayes solutions to some nonparametric problems
• Mixtures of Dirichlet processes with applications to Bayesian nonparametric problems
• Tailfree and neutral random probabilities and their posterior distributions
• A Bayesian analysis of some nonparametric problems
• Present Position and Potential Developments: Some Personal Views: Statistical Computing
• Sampling and Bayes' Inference in Scientific Modelling and Robustness
• Bayesian analysis of regression problems
• Bayesian Analysis of the Independent Multinormal Process. Neither Mean Nor Precision Known
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