A high-dimensional additive nonparametric model

DOI10.1016/J.JEDC.2024.104916MaRDI QIDQ6974141zbMATH OpenFDO

Authors Frank C. Z. Wu

Publication date 10 June 2025

Published in Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JEDC.2024.104916

zbMATH Keywords

Bayesian backfittingBayesian shrinkagehigh-dimensionalnonparametric additive models

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Multivariate distribution of statistics (62H10)

Cites work

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