Bayesian Semiparametric Seemingly Unrelated Regression

DOI10.1007/978-3-642-57489-4_25zbMath1439.62026OpenAlexW1487704309MaRDI QIDQ3298673

Ludwig Fahrmeir, Stefan Lang, Samson B. Adebayo

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

MCMCP-splinescorrelated responsesBayesian semiparametric models

Mathematics Subject Classification ID

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

Related Items (2)

Efficient estimation of seemingly unrelated additive nonparametric regression models ⋮ Statistical inference on seemingly unrelated single-index regression models

Uses Software

• Fahrmeir

Cites Work

• A practical guide to splines
• Nonparametric seemingly unrelated regression
• 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.

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