Bayesian estimation and variable selection for single index models

DOI10.1016/J.CSDA.2008.12.010zbMATH Open1453.62237OpenAlexW2070059347MaRDI QIDQ961687FDOQ961687

Authors: Hai-Bin Wang 

Publication date: 1 April 2010

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2008.12.010

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Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15)

Cites Work

• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
• Markov chains for exploring posterior distributions. (With discussion)
• Optimal smoothing in single-index models
• Computer Generation of Distributions on the m-Sphere
• Generalized Partially Linear Single-Index Models
• Penalized Spline Estimation for Partially Linear Single-Index Models
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Bayesian curve-fitting with free-knot splines
• Investigating Smooth Multiple Regression by the Method of Average Derivatives
• Consistent Estimation of Scaled Coefficients
• Automatic Bayesian Curve Fitting
• Title not available (Why is that?)
• Bayesian Model Averaging for Linear Regression Models
• Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates
• Title not available (Why is that?)
• Title not available (Why is that?)
• Single-index model selections
• Bayesian regression with multivariate linear splines
• Bayesian estimation of free-knot splines using reversible jumps.
• Automatic Bayesian model averaging for linear regression and applications in Bayesian curve fitting

Cited In (29)

• Variable selection in function-on-scalar single-index model via the alternating direction method of multipliers
• A Gaussian process regression approach to a single-index model
• Local Walsh-average-based estimation and variable selection for spatial single-index autoregressive models
• Quantile regression and variable selection for the single-index model
• Bayesian inference of autoregressive and functional-coefficient moving average models
• Multivariate partially linear single-index models: Bayesian analysis
• Bayesian nonparametric modelling of the link function in the single-index model using a Bernstein–Dirichlet process prior
• A new Bayesian single index model with or without covariates missing at random
• Bayesian quantile regression and variable selection for partial linear single-index model: Using free knot spline
• Bayesian Tobit quantile regression with single-index models
• Local Walsh-average-based estimation and variable selection for single-index models
• Bayesian quantile regression for single-index models
• Modeling heteroscedasticity in the single-index model with the Dirichlet process
• An index sampling algorithm for the bayesian analysis of a class of model selection problems
• A Bayesian multivariate partially linear single-index probit model for ordinal responses
• Estimation in monotone single‐index models
• Bayesian projection pursuit regression
• High dimensional single-index Bayesian modeling of brain atrophy
• Special issue on variable selection and robust procedures
• A semiparametric Bayesian approach for analyzing longitudinal data from multiple related groups
• Analysis of single-index models with scale mixture of normals errors by using Bayesian P-splines
• Variable selection for single-index varying-coefficients models with applications to synergistic \(\mathrm{G} \times \mathrm{E}\) interactions
• BS-SIM: an effective variable selection method for high-dimensional single index model
• Title not available (Why is that?)
• Sparse single-index model
• B spline variable selection for the single index models
• Latent single-index models for ordinal data
• Bayesian analysis in single-index quantile regression with missing observation
• Bayesian analysis of generalized partially linear single-index models

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