Bayesian nonparametric modelling of the link function in the single-index model using a Bernstein–Dirichlet process prior

DOI10.1080/00949655.2019.1663191OpenAlexW2972348374WikidataQ123417516 ScholiaQ123417516MaRDI QIDQ5107523

Shan-shan Wang, Renate Meyer, Zhihong Zou, Yang Yu

Publication date: 27 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2019.1663191

zbMATH Keywords

Dirichlet processasymmetric Laplace distributionsingle-index modelBernstein polynomial priorbinary indicator variable

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Bayesian analysis in single-index quantile regression with missing observation

Uses Software

• tgp
• simest
• beyondWhittle

Cites Work

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• Bayesian Semiparametric Median Regression Modeling
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• Goodness of Fit and Related Inference Processes for Quantile Regression
• Bayesian Estimation of the Spectral Density of a Time Series
• Semiparametric Estimation of Index Coefficients
• Random Bernstein Polynomials
• Quantile regression and variable selection for the single-index model
• Fundamentals of Nonparametric Bayesian Inference
• Bayesian quantile regression
• A review of Bayesian variable selection methods: what, how and which

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