Estimation of semiparametric models with errors following a scale mixture of Gaussian distributions

DOI10.1214/20-BJPS476MaRDI QIDQ2233663zbMATH OpenOpenAlexFDO

Authors Marcelo M. Taddeo, Pedro A. Morettin

Publication date 11 October 2021

Published in Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/20-bjps476

zbMATH Keywords

scale mixture of normalssemiparametric modelssplines

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Numerical computation using splines (65D07)

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Cites work

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• Flexible smoothing with B-splines and penalties. With comments and a rejoinder by the authors
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• Ideal spatial adaptation by wavelet shrinkage
• On scale mixtures of normal distributions
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• Wavelet shrinkage for regression models with random design and correlated errors

Cited in

(1)

• A semiparametric scale-mixture regression model and predictive recursion maximum likelihood

Describes a project that uses

Uses Software

• ElemStatLearn

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