A Bayesian approach to additive semiparametric regression

DOI10.1016/0304-4076(95)01743-7zbMath0864.62026OpenAlexW2055989172MaRDI QIDQ2565037

Chi-ming Wong, Robert Kohn

Publication date: 7 January 1997

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

Full work available at URL: https://doi.org/10.1016/0304-4076(95)01743-7

zbMATH Keywords

outlierssmoothing splinesMarkov chain Monte CarloGibbs samplerstate space modelposterior meanscurve estimates\(O(Mn)\) algorithmadditive semiparametric regression modelbackfitting estimates

Mathematics Subject Classification ID

Density estimation (62G07) Bayesian inference (62F15) General nonlinear regression (62J02)

Related Items

Bayesian identification, selection and estimation of semiparametric functions in high-dimensional additive models, A Bayesian Approach to Non-Parametric Monotone Function Estimation, Model Selection in Spline Nonparametric Regression, Restructuring forward step of MARS algorithm using a new knot selection procedure based on a mapping approach, Bayesian hierarchical linear mixed models for additive smoothing splines

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