A Note on Smoothness Priors and Nonlinear Regression

DOI10.2307/2289243zbMath0594.62045OpenAlexW4244129297MaRDI QIDQ3725346

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Publication date: 1986

Full work available at URL: https://doi.org/10.2307/2289243

zbMATH Keywords

smoothness priorsmodelBayesianBayesian predictionspline smoothingpartial splinespenalized least squares estimationposterior covariancesShiller's estimator

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Bayesian inference (62F15) General nonlinear regression (62J02)

Related Items (6)

On the rates of convergence of “minimum l₁-norm” estimates in a partly linear model ⋮ Second Order Asymptotic Risks of Smoothed Linear Estimators in Nonparametric Regression Models ⋮ Inf-convolution splines ⋮ Convergence rates for estimation in certain partially linear models ⋮ Ridge-type pretest and shrinkage estimations in partially linear models ⋮ A Note on the Convergent Rates of M-Estimates for a Partly Linear Model

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