Nonparametric regression using Bayesian variable selection

DOI10.1016/0304-4076(95)01763-1zbMath0864.62025OpenAlexW2166624680MaRDI QIDQ1126478

S. H. Smith

Publication date: 8 December 1996

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

Full work available at URL: https://doi.org/10.1016/0304-4076(95)01763-1

zbMATH Keywords

outliersGibbs samplernonparametric regressionrobust estimationadditive modelpower transformationBayesian approachregression splinesmixture of normalskernel-weighted local linear smoothervariable selection algorithm

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric robustness (62G35)

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Uses Software

• LINPACK

Cites Work

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• Hedonic housing prices and the demand for clean air
• A method for simultaneous variable selection and outlier identification in linear regression
• An Effective Bandwidth Selector for Local Least Squares Regression
• Minimizing GCV/GML Scores with Multiple Smoothing Parameters via the Newton Method
• Sampling-Based Approaches to Calculating Marginal Densities
• Estimating Optimal Transformations for Multiple Regression and Correlation
• Flexible Parsimonious Smoothing and Additive Modeling
• Bayesian Variable Selection in Linear Regression
• An Analysis of Transformations Revisited, Rebutted
• A Bayesian approach to some outlier problems

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