Nonparametric regression using Bayesian variable selection
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Publication:1126478
DOI10.1016/0304-4076(95)01763-1zbMath0864.62025OpenAlexW2166624680MaRDI QIDQ1126478
Publication date: 8 December 1996
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(95)01763-1
outliersGibbs samplernonparametric regressionrobust estimationadditive modelpower transformationBayesian approachregression splinesmixture of normalskernel-weighted local linear smoothervariable selection algorithm
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