메뉴 건너뛰기




Volumn 15, Issue 4, 2006, Pages 915-936

Locally adaptive semiparametric estimation of the mean and variance functions in regression models

Author keywords

Additive model; Bayesian estimation; Markov chain Monte Carlo; Radial basis functions

Indexed keywords


EID: 33845327820     PISSN: 10618600     EISSN: None     Source Type: Journal    
DOI: 10.1198/106186006X157441     Document Type: Article
Times cited : (28)

References (22)
  • 1
    • 23044518682 scopus 로고    scopus 로고
    • Adaptive Bayesian Regression Splines In Semiparametric Generalized Linear Models
    • Biller, C. (2000), "Adaptive Bayesian Regression Splines In Semiparametric Generalized Linear Models," Journal of Computational and Graphical Statistics, 9, 122-140.
    • (2000) Journal of Computational and Graphical Statistics , vol.9 , pp. 122-140
    • Biller, C.1
  • 2
    • 84993698837 scopus 로고    scopus 로고
    • Bayesian Varying-Coefficient Models Using Adaptive Regression Splines
    • Biller, C., and Fahrmeir, L. (2001), "Bayesian Varying-Coefficient Models Using Adaptive Regression Splines," Statistical Modelling, 1, 195-211.
    • (2001) Statistical Modelling , vol.1 , pp. 195-211
    • Biller, C.1    Fahrmeir, L.2
  • 3
    • 0000782631 scopus 로고
    • Adapting for Heteroscedasticity in Linear Models
    • Carroll, R. J. (1982), "Adapting for Heteroscedasticity in Linear Models," The Annals of Statistics, 10, 1224-1233.
    • (1982) The Annals of Statistics , vol.10 , pp. 1224-1233
    • Carroll, R.J.1
  • 6
    • 33745295115 scopus 로고    scopus 로고
    • Bayesian Subset Selection and Model Averaging Using a Centred and Dispersed Prior for the Error Variance
    • Cripps, E., Kohn, R., and Nott, D. (2006), "Bayesian Subset Selection and Model Averaging Using a Centred and Dispersed Prior for the Error Variance," Australian and New Zealand Journal of Statistics, 48, 237.
    • (2006) Australian and New Zealand Journal of Statistics , vol.48 , pp. 237
    • Cripps, E.1    Kohn, R.2    Nott, D.3
  • 8
    • 18244372185 scopus 로고    scopus 로고
    • Estimating the Variance in Nonparametric Regression-What is a Reasonable Choice?
    • Dette, H., Munk, A., and Wagner, T. (1998), "Estimating the Variance in Nonparametric Regression-What is a Reasonable Choice?" Journal of the Royal Statistical Society, Series B, 60, 751-764.
    • (1998) Journal of the Royal Statistical Society, Series B , vol.60 , pp. 751-764
    • Dette, H.1    Munk, A.2    Wagner, T.3
  • 9
    • 0042042167 scopus 로고    scopus 로고
    • Sampling From the Posterior Distribution in Generalized Linear Mixed Models
    • Gamerman, D. (1997), "Sampling From the Posterior Distribution in Generalized Linear Mixed Models," Statistics and Computing, 7, 57-68.
    • (1997) Statistics and Computing , vol.7 , pp. 57-68
    • Gamerman, D.1
  • 10
    • 0000840529 scopus 로고    scopus 로고
    • Radial Basis Functions of Variable Dimension
    • Holmes, C. C., and Mallick, B. K. (1998), "Radial Basis Functions of Variable Dimension," Neural Computation, 10, 1217-1233.
    • (1998) Neural Computation , vol.10 , pp. 1217-1233
    • Holmes, C.C.1    Mallick, B.K.2
  • 11
    • 0010081155 scopus 로고    scopus 로고
    • Nonparametric Regression Using Linear Combinations of Basis Functions
    • Kohn, R., Smith, M., and Chan, D. (2001), "Nonparametric Regression Using Linear Combinations of Basis Functions," Statistics and Computing, 11, 301-310.
    • (2001) Statistics and Computing , vol.11 , pp. 301-310
    • Kohn, R.1    Smith, M.2    Chan, D.3
  • 13
    • 0000821745 scopus 로고
    • Estimation of Heteroscedasticity in Regression Analysis
    • Müller, H. G., and Stadtmüller, U. (1987), "Estimation of Heteroscedasticity in Regression Analysis," The Annals of Statistics, 15, 610-625.
    • (1987) The Annals of Statistics , vol.15 , pp. 610-625
    • Müller, H.G.1    Stadtmüller, U.2
  • 14
    • 12244284624 scopus 로고    scopus 로고
    • DNA Microarray Experiments: Biological and Technological Aspects
    • Nguyen, D., Arpat, A., Wang, N., and Carroll, R. (2002), "DNA Microarray Experiments: Biological and Technological Aspects," Biometrics, 58, 701-717.
    • (2002) Biometrics , vol.58 , pp. 701-717
    • Nguyen, D.1    Arpat, A.2    Wang, N.3    Carroll, R.4
  • 15
    • 3042586796 scopus 로고    scopus 로고
    • Sampling Schemes for Bayesian Variable Selection in Generalized Linear Models
    • Nott, D., and Leonte, D. (2004), "Sampling Schemes for Bayesian Variable Selection in Generalized Linear Models," Journal of Computational and Graphical Statistics, 13, 362-382.
    • (2004) Journal of Computational and Graphical Statistics , vol.13 , pp. 362-382
    • Nott, D.1    Leonte, D.2
  • 16
    • 0031199387 scopus 로고    scopus 로고
    • Local Polynomial Variance-Function Estimation
    • Ruppert, D., Wand, M. P. Holst, U., and Hössjer, O. (1997), "Local Polynomial Variance-Function Estimation," Technometrics, 39, 262-273.
    • (1997) Technometrics , vol.39 , pp. 262-273
    • Ruppert, D.1    Wand, M.P.2    Holst, U.3    Hössjer, O.4
  • 18
    • 0000824232 scopus 로고    scopus 로고
    • Nonparametric Regression Using Bayesian Variable Selection
    • Smith, M., and Kohn, R. (1996), "Nonparametric Regression Using Bayesian Variable Selection," Journal of Econometrics, 75, 317-344.
    • (1996) Journal of Econometrics , vol.75 , pp. 317-344
    • Smith, M.1    Kohn, R.2
  • 22
    • 0345832334 scopus 로고    scopus 로고
    • Estimation and Variable Selection in Nonparametric Heteroscedastic Models
    • Yau, P., and Kohn, R. (2003), "Estimation and Variable Selection in Nonparametric Heteroscedastic Models," Statistics and Computing, 13, 191-208.
    • (2003) Statistics and Computing , vol.13 , pp. 191-208
    • Yau, P.1    Kohn, R.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.