Model selection in spline nonparametric regression
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References listed on IDEAS
- Harvey, Andrew C & Fernandes, C, 1989. "Time Series Models for Count or Qualitative Observations," Journal of Business & Economic Statistics, American Statistical Association, vol. 7(4), pages 407-417, October.
- Danielsson, Jon, 1994. "Stochastic volatility in asset prices estimation with simulated maximum likelihood," Journal of Econometrics, Elsevier, vol. 64(1-2), pages 375-400.
- Andrew Harvey & Esther Ruiz & Neil Shephard, 1994. "Multivariate Stochastic Variance Models," Review of Economic Studies, Oxford University Press, vol. 61(2), pages 247-264.
- Harvey, Andrew C & Fernandes, C, 1989. "Time Series Models for Count or Qualitative Observations: Reply," Journal of Business & Economic Statistics, American Statistical Association, vol. 7(4), pages 422-422, October.
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- Fabian Scheipl & Thomas Kneib & Ludwig Fahrmeir, 2013. "Penalized likelihood and Bayesian function selection in regression models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 97(4), pages 349-385, October.
- Samiran Sinha & Bani K. Mallick & Victor Kipnis & Raymond J. Carroll, 2010. "Semiparametric Bayesian Analysis of Nutritional Epidemiology Data in the Presence of Measurement Error," Biometrics, The International Biometric Society, vol. 66(2), pages 444-454, June.
- repec:eee:csdana:v:56:y:2012:i:12:p:3945-3958 is not listed on IDEAS
- McKay Curtis, S. & Banerjee, Sayantan & Ghosal, Subhashis, 2014. "Fast Bayesian model assessment for nonparametric additive regression," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 347-358.
- Dongchu Sun & Paul Speckman, 2008. "Bayesian hierarchical linear mixed models for additive smoothing splines," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 60(3), pages 499-517, September.
- Gao, Jiti, 2007. "Nonlinear time series: semiparametric and nonparametric methods," MPRA Paper 39563, University Library of Munich, Germany, revised 01 Sep 2007.
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