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

MaRDI QIDQ3567669zbMATH OpenFDO

Authors George Karabatsos

Publication date 17 June 2010

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)

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(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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