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Nonlinear regression modeling and detecting change points via the relevance vector machine

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  • Shohei Tateishi
  • Sadanori Konishi

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  • Shohei Tateishi & Sadanori Konishi, 2011. "Nonlinear regression modeling and detecting change points via the relevance vector machine," Computational Statistics, Springer, vol. 26(3), pages 477-490, September.
    • Handle: RePEc:spr:compst:v:26:y:2011:i:3:p:477-490
    DOI: 10.1007/s00180-010-0220-6
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    References listed on IDEAS

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    1. Fan J. & Li R., 2001. "Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1348-1360, December.
    2. Irène Gijbels & Alexandre Lambert & Peihua Qiu, 2007. "Jump-Preserving Regression and Smoothing using Local Linear Fitting: A Compromise," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 59(2), pages 235-272, June.
    3. Seiya Imoto & Sadanori Konishi, 2003. "Selection of smoothing parameters inB-spline nonparametric regression models using information criteria," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 55(4), pages 671-687, December.
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