Bayesian wavelet estimation of partially linear models

DOI10.1080/10629360500107824zbMATHOpenAlexMaRDI QIDQ5475367FDO

Authors Leming Qu

Publication date 16 June 2006

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

Full work available at URL https://doi.org/10.1080/10629360500107824

zbMATH Keywords

model selectionMCMCsimulationsmodel averagingmixture distributionpartially linear modelsdiscrete wavelet transform

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric regression and quantile regression (62G08) Numerical methods for wavelets (65T60)

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Cites work

• An elementary estimator of the partial linear model
• Bayesian Inference for Semiparametric Regression Using a Fourier Representation
• Bayesian model averaging: A tutorial. (with comments and a rejoinder).
• Bayesian variants of some classical semiparametric regression techniques
• Flexible Empirical Bayes Estimation for Wavelets
• Ideal spatial adaptation by wavelet shrinkage
• Nonlinear Wavelet Shrinkage with Bayes Rules and Bayes Factors
• On non-equally spaced wavelet regression
• Regularization of Wavelet Approximations
• Smooth Design-Adapted Wavelets for Nonparametric Stochastic Regression
• Wavelet Thresholding via A Bayesian Approach
• Wavelet estimation of partially linear models
• Wavelet thresholding in partially linear models: a computation and simulation

Cited in

(12)

• Bayesian inference in wavelet-based models
• Asymptotically efficient estimation based on wavelet of expectation value in a partial linear model
• A Partially Linear Model Using a Gaussian Process Prior
• Bayesian spectral analysis models for quantile regression with Dirichlet process mixtures
• scientific article; zbMATH DE number 5224909 (Why is no real title available?)
• Wavelet estimation of partially linear models
• Bayesian Wavelet Regression on Curves With Application to a Spectroscopic Calibration Problem
• A note on Bayes factor consistency in partial linear models
• Identification of dynamic vehicular axle loads: theory and simulations
• Wavelet thresholding in partially linear models: a computation and simulation
• Wavelet-based Bayesian estimation of partially linear regression models with long memory errors
• Covariance Structure of Wavelet Coefficients: Theory and Models in a Bayesian Perspective

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