Semiparametric model averaging prediction: a Bayesian approach

DOI10.1111/ANZS.12249MaRDI QIDQ4614781zbMATH OpenOpenAlexFDO

Authors Jingli Wang, Jia-Liang Li

Publication date 31 January 2019

Published in Australian <html_ent glyph="@amp;" ascii="&amp;"/> New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/anzs.12249

zbMATH Keywords

Markov chain Monte Carlopredictionnonparametric regressionspline basismodel aggregationfunctional priorNew Zealand population studyscleroderma treatment

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Inference from stochastic processes and prediction (62M20) Applications of statistics to social sciences (62P25)

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Cited in

(14)

• Using stacking to average Bayesian predictive distributions (with discussion)
• Semiparametric model average prediction in panel data analysis
• Model averaging in semiparametric estimation of treatment effects
• Rank-Based Greedy Model Averaging for High-Dimensional Survival Data
• Model averaging for semiparametric additive partial linear models
• Average estimation of semiparametric models for high-dimensional longitudinal data
• AdaBoost Semiparametric Model Averaging Prediction for Multiple Categories
• Bayesian averaging, prediction and nonnested model selection
• Semiparametric model averaging method for survival probability predictions of patients
• The asymptotic theory for model averaging in general semiparametric models
• Semiparametric model averaging prediction for dichotomous response
• Model averaging prediction for nonparametric varying-coefficient models with B-spline smoothing
• Maximum likelihood Bayesian averaging of uncertain model predictions
• New semiparametric method for predicting high-cost patients

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