Bayesian semiparametric seemingly unrelated regression

DOI10.1007/978-3-642-57489-4_25MaRDI QIDQ3298673zbMATH OpenOpenAlexFDO

Authors Stefan Lang, Samson B. Adebayo, Ludwig Fahrmeir

Publication date 15 July 2020

Published in Compstat (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-57489-4_25

zbMATH Keywords

Bayesian semiparametric modelscorrelated responsesMCMCP-splines

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Nonparametric regression and quantile regression (62G08)

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Cites work

• A practical guide to splines
• Flexible smoothing with B-splines and penalties. With comments and a rejoinder by the authors
• Generalized structured additive regression based on Bayesian P-splines
• Multivariate statistical modelling based on generalized linear models.
• Nonparametric seemingly unrelated regression

Cited in

(22)

• A note on the Bayes factor in a semiparametric regression model
• A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model
• Nonparametric seemingly unrelated regression
• Bayesian geoadditive seemingly unrelated regression
• Application of seemingly unrelated regression in medical data with intermittently observed time-dependent covariates
• Bayesian estimation of Archimedean copula-based SUR quantile models
• Robust Bayesian seemingly unrelated regression model
• Multivariate effect priors in bivariate semiparametric recursive Gaussian models
• Efficient estimation of seemingly unrelated additive nonparametric regression models
• Sparse seemingly unrelated regression modelling: applications in finance and econometrics
• A Bayesian approach to additive semiparametric regression
• Bayesian lasso for semiparametric structural equation models
• Bayesian Inference for Semiparametric Binary Regression
• Nonparametric, semiparametric and SUR models for continuous longitudinal data
• scientific article; zbMATH DE number 5160947 (Why is no real title available?)
• Bayesian Semiparametric Multiple Shrinkage
• Semiparametric Bayesian inference for regression models
• Bayesian nonparametric sparse vector autoregressive models
• Bayesian variable selection for the seemingly unrelated regression models with a large number of predictors
• On Bayesian analysis of seemingly unrelated regression model with skew distribution error
• Statistical inference on seemingly unrelated single-index regression models
• An application of Bayesian seemingly unrelated regression models with flexible tails

Describes a project that uses

Uses Software

• Fahrmeir

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