Multivariate partially linear single-index models: Bayesian analysis

DOI10.1080/10485252.2014.965706zbMath1329.62140OpenAlexW2077762306MaRDI QIDQ2934402

Wai-Yin Poon, Hai-Bin Wang

Publication date: 12 December 2014

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485252.2014.965706

zbMATH Keywords

Gibbs samplersingle-index modelreversible jumpfree-knot spline

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Bayesian inference (62F15) Generalized linear models (logistic models) (62J12)

Related Items (2)

Latent single-index models for ordinal data ⋮ A Bayesian multivariate partially linear single-index probit model for ordinal responses

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Estimation and testing for partially linear single-index models
• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
• Single-index quantile regression
• Bayesian estimation and variable selection for single index models
• Testing the equality of linear single-index models
• Single-index regression models with right-censored responses
• Nonparametric regression using Bayesian variable selection
• Tests for the general linear hypothesis under the multiple design multivariate linear model
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Bayesian analysis of generalized partially linear single-index models
• Inference from iterative simulation using multiple sequences
• Bayesian estimation of free-knot splines using reversible jumps.
• Optimal smoothing in single-index models
• Randomly censored partially linear single-index models
• Bayesian Regression with Multivariate Linear Splines
• Bayesian curve-fitting with free-knot splines
• Single-index model selections
• A Gaussian process regression approach to a single-index model
• Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model
• Variable selection for the single-index model
• Partially Collapsed Gibbs Samplers
• Consistent Estimation of Scaled Coefficients
• Automatic Bayesian Curve Fitting
• Generalized Nonlinear Modeling With Multivariate Free-Knot Regression Splines
• Penalized Spline Estimation for Partially Linear Single-Index Models
• An Adaptive Estimation of Dimension Reduction Space
• On extended partially linear single-index models
• Generalized Functional Linear Models With Semiparametric Single-Index Interactions

This page was built for publication: Multivariate partially linear single-index models: Bayesian analysis