Modeling heteroscedasticity in the single-index model with the Dirichlet process

zbMATH Open1192.62119MaRDI QIDQ3567669FDOQ3567669

Authors: George Karabatsos 

Publication date: 17 June 2010

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zbMATH Keywords

Bayesian nonparametricsdimension reductionridge regressionGibbs samplingadaptive Metropolis-Hastings

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric regression and quantile regression (62G08) Numerical analysis or methods applied to Markov chains (65C40)

Cited In (2)

• Estimation in monotone single‐index models
• Analysis of single-index models with scale mixture of normals errors by using Bayesian P-splines

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