Additive cubic spline regression with Dirichlet process mixture errors

DOI10.1016/j.jeconom.2009.11.002zbMath1431.62088OpenAlexW2144168425MaRDI QIDQ530952

Edward Greenberg, Siddhartha Chib

Publication date: 1 August 2016

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2009.11.002

zbMATH Keywords

Markov chain Monte CarloBayes factorsDirichlet processmarginal likelihoodnonparametric regressioncubic splineMetropolis-Hastingsordinal dataDirichlet process mixturemodel comparisonadditive regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Bayesian inference (62F15)

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