Priors for Bayesian adaptive spline smoothing
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- Stefan Lang & Nikolaus Umlauf & Peter Wechselberger & Kenneth Harttgen & Thomas Kneib, 2012. "Multilevel structured additive regression," Working Papers 2012-07, Faculty of Economics and Statistics, University of Innsbruck.
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More about this item
KeywordsAdaptive smoothing; Intrinsic autoregressive; Objective priors; Penalized regression; Posterior propriety;
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