Variable Selection and Function Estimation in Additive Nonparametric Regression Using a Data-Based Prior
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Publication:4541241
DOI10.2307/2669990zbMath0994.62033OpenAlexW4242889873MaRDI QIDQ4541241
Thomas S. Shively, Sally A. Wood, Robert Kohn
Publication date: 30 July 2002
Full work available at URL: https://doi.org/10.2307/2669990
Bayesian information criterionmodel averagingbinary regressiontime series modelsGaussian errorsposterior probabilities
Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15)
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