Smoothness Priors and Nonlinear Regression

DOI10.2307/2288407zbMATH Open0548.62044OpenAlexW3123113741MaRDI QIDQ3339958FDOQ3339958

Authors: Robert J. Shiller 

Publication date: 1984

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

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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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• CONVERGENCE RATES OF ESTIMATORS IN PARTIAL LINEAR REGRESSION MODELS WITH MA(∞) ERROR PROCESS
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• 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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