A Gaussian process regression approach to a single-index model
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Publication:3021173
DOI10.1080/10485251003768019zbMath1359.62121MaRDI QIDQ3021173
Jian-Qing Shi, Taeryon Choi, Bo Wang
Publication date: 22 July 2011
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485251003768019
MAP; marginal likelihood; Gaussian process prior; single-index model; posterior consistency; empirical Bayes Gibbs sampler
62G08: Nonparametric regression and quantile regression
60G15: Gaussian processes
62G20: Asymptotic properties of nonparametric inference
62F15: Bayesian inference
62C12: Empirical decision procedures; empirical Bayes procedures
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