Smoothness Priors and Nonlinear Regression

DOI10.2307/2288407MaRDI QIDQ3339958zbMATH OpenOpenAlexFDO

Authors Robert J. Shiller

Publication date 1984

Full work available at URL http://www.nber.org/papers/t0025.pdf

zbMATH Keywords

polynomial interpolationdummy variablesspline smoothingSmoothness priorsdummy observationsmultiple nonlinear regression model

Mathematics Subject Classification ID

Nonparametric estimation (62G05) General nonlinear regression (62J02) Probabilistic methods, stochastic differential equations (65C99) Numerical smoothing, curve fitting (65D10) Numerical interpolation (65D05)

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Cited in

(24)

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• On the rates of convergence of “minimum l₁-norm” estimates in a partly linear model
• Bayesian semiparametric analysis on the relationship between BMI and income for rural and urban workers in China
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• A semiparametric multivariate partially linear model: a difference approach
• Diagnostics for penalized least-squares estimators
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• CONVERGENCE RATES OF ESTIMATORS IN PARTIAL LINEAR REGRESSION MODELS WITH MA(∞) ERROR PROCESS
• Root-n-consistent semiparametric estimation of partially linear models based on k-nn method
• Convergence rates for estimation in certain partially linear models
• A Note on Smoothness Priors and Nonlinear Regression
• Smoothly mixing regressions
• A note on mse coverage intervals in a partial spline model
• Functional uniform priors for nonlinear modeling
• Correlation priors
• Ridge-type pretest and shrinkage estimations in partially linear models
• Root-n-consistent estimation of partially linear time series models
• Multiplicative bias corrected nonparametric smoothers
• A Note on the Convergent Rates of M-Estimates for a Partly Linear Model
• Bayesian optimality and intervals for Stein-type estimates

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