Dual-semiparametric regression using weighted Dirichlet process mixture

DOI10.1016/j.csda.2017.08.005zbMath1469.62148OpenAlexW2753055974MaRDI QIDQ1662051

Y. Aharonov

Publication date: 17 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2017.08.005

zbMATH Keywords

semiparametric regressionBayes factorcubic splinesGibbs samplingMetropolis-Hastingsordinal dataadditive modelnonparametric Bayesian modelgeneralized Pólya urndual-semiparametric regressionweighted Dirichlet process

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15)

Related Items

Flexible weighted dirichlet process mixture modelling and evaluation to address the problem of forecasting return distribution

Uses Software

• SemiPar
• gamair

Cites Work

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