Bayesian estimation and variable selection for single index models

DOI10.1016/J.CSDA.2008.12.010zbMath1453.62237OpenAlexW2070059347MaRDI QIDQ961687

Hai-Bin Wang

Publication date: 1 April 2010

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

Full work available at URL: https://doi.org/10.1016/j.csda.2008.12.010

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15)

Cites Work

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• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Bayesian estimation of free-knot splines using reversible jumps.
• Markov chains for exploring posterior distributions. (With discussion)
• Optimal smoothing in single-index models
• Bayesian Regression with Multivariate Linear Splines
• Bayesian curve-fitting with free-knot splines
• Single-index model selections
• Computer Generation of Distributions on the m-Sphere
• Investigating Smooth Multiple Regression by the Method of Average Derivatives
• Consistent Estimation of Scaled Coefficients
• Automatic Bayesian Curve Fitting
• Bayesian Model Averaging for Linear Regression Models
• Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates
• Generalized Partially Linear Single-Index Models
• Penalized Spline Estimation for Partially Linear Single-Index Models

Related Items (23)

Bayesian analysis of generalized partially linear single-index models ⋮ Multivariate partially linear single-index models: Bayesian analysis ⋮ Bayesian quantile regression and variable selection for partial linear single-index model: Using free knot spline ⋮ B spline variable selection for the single index models ⋮ Bayesian quantile regression for single-index models ⋮ Bayesian analysis in single-index quantile regression with missing observation ⋮ Bayesian nonparametric modelling of the link function in the single-index model using a Bernstein–Dirichlet process prior ⋮ Variable selection for single-index varying-coefficients models with applications to synergistic \(\mathrm{G} \times \mathrm{E}\) interactions ⋮ Estimation in monotone single‐index models ⋮ Bayesian projection pursuit regression ⋮ Latent single-index models for ordinal data ⋮ Quantile regression and variable selection for the single-index model ⋮ Special issue on variable selection and robust procedures ⋮ A new Bayesian single index model with or without covariates missing at random ⋮ A Gaussian process regression approach to a single-index model ⋮ Local Walsh-average-based estimation and variable selection for single-index models ⋮ Variable selection in function-on-scalar single-index model via the alternating direction method of multipliers ⋮ Local Walsh-average-based estimation and variable selection for spatial single-index autoregressive models ⋮ A Bayesian multivariate partially linear single-index probit model for ordinal responses ⋮ A semiparametric Bayesian approach for analyzing longitudinal data from multiple related groups ⋮ Bayesian Tobit quantile regression with single-index models ⋮ High dimensional single-index Bayesian modeling of brain atrophy ⋮ Bayesian Inference of Autoregressive and Functional-Coefficient Moving Average Models

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