Analysis of single-index models with scale mixture of normals errors by using Bayesian P-splines

MaRDI QIDQ5207231zbMATH OpenFDO

Authors Marcelo M. Taddeo, Pedro A. Morettin

Publication date 8 January 2020

Full work available at URL http://chjs.mat.utfsm.cl/volumes/08/02/Taddeo_Morettin(2017).pdf#vol8-number2-2017

zbMATH Keywords

MCMCP-splinesscale mixtures of normalssingle-index model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Numerical computation using splines (65D07)

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Cites work

• A practical guide to splines.
• A Predictive Approach to Model Selection
• Bayesian analysis of skew-normal independent linear mixed models with heterogeneity in the random-effects population
• BAYESIAN REGRESSION ANALYSIS WITH SCALE MIXTURES OF NORMALS
• Flexible smoothing with B-splines and penalties. With comments and a rejoinder by the authors
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• Locally adaptive Bayesian P-splines with a normal-exponential-gamma prior
• Objective Bayesian analysis for the Student-t regression model
• Partially linear censored regression models using heavy-tailed distributions: a Bayesian approach
• Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC
• Robust joint non-linear mixed-effects models and diagnostics for censored HIV viral loads with CD4 measurement error
• Simultaneous probability statements for Bayesian P-splines
• Spline estimation of single-index models
• The Bayesian Lasso
• The elements of statistical learning. Data mining, inference, and prediction

Cited in

(7)

• Estimation of semiparametric models with errors following a scale mixture of Gaussian distributions
• Influence diagnostics for robust P-splines using scale mixture of normal distributions
• A Gaussian process regression approach to a single-index model
• Modeling heteroscedasticity in the single-index model with the Dirichlet process
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• Bayesian estimation and variable selection for single index models

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• ElemStatLearn

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