Bayesian identification, selection and estimation of semiparametric functions in high-dimensional additive models

DOI10.1016/j.jeconom.2007.10.003zbMath1418.62166OpenAlexW2038574031MaRDI QIDQ291119

F. Blanchet-Sadri, M. Dambrine

Publication date: 6 June 2016

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2007.10.003

zbMATH Keywords

regularizationP-splinesBayesian variable selectionBayesian semiparametric regressionintra-day electricity load modellingintrinsic Gaussian Markov random fieldsseemingly unrelated regression

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from spatial processes (62M30) Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40)

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