Bayesian wavelet estimation of partially linear models

DOI10.1080/10629360500107824zbMath1089.62027OpenAlexW2120193136MaRDI QIDQ5475367

Leming Qu

Publication date: 16 June 2006

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10629360500107824

zbMATH Keywords

discrete wavelet transformmodel selectionsimulationsmixture distributionMCMCmodel averagingpartially linear models

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Bayesian inference (62F15) Numerical methods for wavelets (65T60)

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Cites Work

• Wavelet estimation of partially linear models
• An elementary estimator of the partial linear model
• Bayesian model averaging: A tutorial. (with comments and a rejoinder).
• On non-equally spaced wavelet regression
• Bayesian variants of some classical semiparametric regression techniques
• Nonlinear Wavelet Shrinkage with Bayes Rules and Bayes Factors
• Wavelet Thresholding via A Bayesian Approach
• Ideal spatial adaptation by wavelet shrinkage
• Regularization of Wavelet Approximations
• Flexible Empirical Bayes Estimation for Wavelets
• Wavelet thresholding in partially linear models: a computation and simulation
• Bayesian Inference for Semiparametric Regression Using a Fourier Representation
• Smooth Design-Adapted Wavelets for Nonparametric Stochastic Regression

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