Bayesian curve estimation by model averaging

DOI10.1016/j.csda.2004.09.008zbMath1431.62169OpenAlexW2096237714MaRDI QIDQ959195

Daniel Peña, Dolores Redondas

Publication date: 11 December 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2004.09.008

zbMATH Keywords

robustnesslocal polynomial regressionBayesian model averagingBIC criterionnonparametric curve fitting

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Bayesian inference (62F15)

Related Items (1)

Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market

Cites Work

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