A Bayesian non-parametric estimate for multivariate regression

DOI10.1016/0304-4076(85)90117-4zbMath0572.62031MaRDI QIDQ1062378

B. George

Publication date: 1985

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

Full work available at URL: https://doi.org/10.1016/0304-4076(85)90117-4

zbMATH Keywords

linear Bayes estimates; mixture of Dirichlet processes prior; predictive approach; ridge regression estimates

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62H12: Estimation in multivariate analysis

62J05: Linear regression; mixed models

62G05: Nonparametric estimation

62F15: Bayesian inference