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Citations for "Nonparametric Regression using Bayesian Variable Selection"

by Smith, M. & Kohn, R.

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  1. Bin Jiang & Anastasios Panagiotelis & George Athanasopoulos & Rob Hyndman & Farshid Vahid, 2016. "Bayesian Rank Selection in Multivariate Regression," Monash Econometrics and Business Statistics Working Papers 6/16, Monash University, Department of Econometrics and Business Statistics.
  2. Yu Yue & Paul Speckman & Dongchu Sun, 2012. "Priors for Bayesian adaptive spline smoothing," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(3), pages 577-613, June.
  3. Bacolod, Marigee P. & Tobias, Justin L., 2006. "Schools, school quality and achievement growth: Evidence from the Philippines," Economics of Education Review, Elsevier, vol. 25(6), pages 619-632, December.
  4. Choi, Jungsoon & Fuentes, Montserrat & Reich, Brian J., 2009. "Spatial-temporal association between fine particulate matter and daily mortality," Computational Statistics & Data Analysis, Elsevier, vol. 53(8), pages 2989-3000, June.
  5. Stephen Satchell & Soosung Hwang & Anthony Hall, 1999. "Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return Models," Working Papers wp99-01, Warwick Business School, Finance Group.
  6. Brezger, Andreas & Lang, Stefan, 2006. "Generalized structured additive regression based on Bayesian P-splines," Computational Statistics & Data Analysis, Elsevier, vol. 50(4), pages 967-991, February.
  7. Koop, Gary & Tobias, Justin L., 2006. "Semiparametric Bayesian inference in smooth coefficient models," Journal of Econometrics, Elsevier, vol. 134(1), pages 283-315, September.
  8. Zhao, Kaifeng & Lian, Heng, 2014. "Variational inferences for partially linear additive models with variable selection," Computational Statistics & Data Analysis, Elsevier, vol. 80(C), pages 223-239.
  9. Pena, Daniel & Redondas, Dolores, 2006. "Bayesian curve estimation by model averaging," Computational Statistics & Data Analysis, Elsevier, vol. 50(3), pages 688-709, February.
  10. Shively, Thomas S. & Kockelman, Kara & Damien, Paul, 2010. "A Bayesian semi-parametric model to estimate relationships between crash counts and roadway characteristics," Transportation Research Part B: Methodological, Elsevier, vol. 44(5), pages 699-715, June.
  11. Peter Congdon, 2006. "A model for geographical variation in health and total life expectancy," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 14(9), pages 157-178, March.
  12. Bacolod, Marigee & Tobias, Justin, 2005. "Schools, School Quality and Academic Achievement: Evidence from the Philippines," Staff General Research Papers Archive 12249, Iowa State University, Department of Economics.
  13. Liao, Yuan & Jiang, Wenxin, 2011. "Posterior consistency of nonparametric conditional moment restricted models," MPRA Paper 38700, University Library of Munich, Germany.
  14. Hoeting, Jennifer A. & Ibrahim, Joseph G., 1998. "Bayesian predictive simultaneous variable and transformation selection in the linear model," Computational Statistics & Data Analysis, Elsevier, vol. 28(1), pages 87-103, July.
  15. Grassi, S. & Proietti, T., 2014. "Characterising economic trends by Bayesian stochastic model specification search," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 359-374.
  16. Smith, M. & Mathur, S. & Kohn, R., . "Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data," Statistics Working Paper _010, Australian Graduate School of Management.
  17. Chen, Cathy W.S. & Gerlach, Richard & So, Mike K.P., 2006. "Comparison of nonnested asymmetric heteroskedastic models," Computational Statistics & Data Analysis, Elsevier, vol. 51(4), pages 2164-2178, December.
  18. 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.
  19. Alhamzawi, Rahim, 2016. "Bayesian model selection in ordinal quantile regression," Computational Statistics & Data Analysis, Elsevier, vol. 103(C), pages 68-78.
  20. Carmen Fernandez & Eduardo Ley & Mark F. J. Steel, 2001. "Model uncertainty in cross-country growth regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(5), pages 563-576.
  21. Stefano Monni, 2014. "Bayesian variable selection for correlated covariates via colored cliques," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 98(2), pages 143-163, April.
  22. Ruggieri, Eric & Lawrence, Charles E., 2012. "On efficient calculations for Bayesian variable selection," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1319-1332.
  23. Cathy Chen & Feng Liu & Richard Gerlach, 2011. "Bayesian subset selection for threshold autoregressive moving-average models," Computational Statistics, Springer, vol. 26(1), pages 1-30, March.
  24. Ron Bird & Richard Gerlach, 2006. "A Bayesian Model Averaging Approach to Enhance Value Investment," International Journal of Business and Economics, College of Business, and College of Finance, Feng Chia University, Taichung, Taiwan, vol. 5(2), pages 111-127, August.
  25. Brooke, Jesse & Oliver, Barry, 2005. "The source of abnormal returns from strategic alliance announcements," Pacific-Basin Finance Journal, Elsevier, vol. 13(2), pages 145-161, March.
  26. Robert J. B. Goudie & Sach Mukherjee & Jan-Emmanuel De Neve & Andrew J. Oswald & Stephen Wu, 2011. "Happiness as a Driver of Risk-Avoiding Behavior," CESifo Working Paper Series 3451, CESifo Group Munich.
  27. Carmen Fernandez & Eduardo Ley & Mark F J Steel, 1998. "Benchmark priors for Bayesian model averaging," ESE Discussion Papers 66, Edinburgh School of Economics, University of Edinburgh.
  28. Lopresti, John, 2016. "Multiproduct firms and product scope adjustment in trade," Journal of International Economics, Elsevier, vol. 100(C), pages 160-173.
  29. Leitenstorfer, Florian & Tutz, Gerhard, 2007. "Knot selection by boosting techniques," Computational Statistics & Data Analysis, Elsevier, vol. 51(9), pages 4605-4621, May.
  30. Powers, Stephanie & Gerlach, Richard & Stamey, James, 2010. "Bayesian variable selection for Poisson regression with underreported responses," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3289-3299, December.
  31. Gholamreza Hajargasht, 2003. "Semiparametric Estimation of Stochastic Frontiers A Bayesian Penalized Approach," CEPA Working Papers Series WP042003, School of Economics, University of Queensland, Australia.
  32. 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.
  33. Rigat, F. & Mira, A., 2012. "Parallel hierarchical sampling: A general-purpose interacting Markov chains Monte Carlo algorithm," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1450-1467.
  34. Kelvin Balcombe, 2005. "Model Selection Using Information Criteria and Genetic Algorithms," Computational Economics, Springer;Society for Computational Economics, vol. 25(3), pages 207-228, June.
  35. Arnab Mukherji & Satrajit Roychowdhury & Pulak Ghosh & Sarah Brown, 2012. "Estimating Healthcare Demand for an Aging Population: A Flexible and Robust Bayesian Joint Model," Working Papers 2012027, The University of Sheffield, Department of Economics.
  36. Craiu, V. Radu & Sabeti, Avideh, 2012. "In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes," Journal of Multivariate Analysis, Elsevier, vol. 110(C), pages 106-120.
  37. Li, Cheng & Jiang, Wenxin, 2016. "On oracle property and asymptotic validity of Bayesian generalized method of moments," Journal of Multivariate Analysis, Elsevier, vol. 145(C), pages 132-147.
  38. Artin Armagan & Russell Zaretzki, 2010. "Model selection via adaptive shrinkage with t priors," Computational Statistics, Springer, vol. 25(3), pages 441-461, September.
  39. Stefanie Kalus & Philipp Sämann & Ludwig Fahrmeir, 2014. "Classification of brain activation via spatial Bayesian variable selection in fMRI regression," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 8(1), pages 63-83, March.
  40. Smith, Michael & Kohn, Robert, 2000. "Nonparametric seemingly unrelated regression," Journal of Econometrics, Elsevier, vol. 98(2), pages 257-281, October.
  41. Lee, Thomas C. M., 2000. "Regression spline smoothing using the minimum description length principle," Statistics & Probability Letters, Elsevier, vol. 48(1), pages 71-82, May.
  42. Yang, Mingan, 2012. "Bayesian variable selection for logistic mixed model with nonparametric random effects," Computational Statistics & Data Analysis, Elsevier, vol. 56(9), pages 2663-2674.
  43. Avalos, Marta & Grandvalet, Yves & Ambroise, Christophe, 2007. "Parsimonious additive models," Computational Statistics & Data Analysis, Elsevier, vol. 51(6), pages 2851-2870, March.
  44. Eklund, Jana & Karlsson, Sune, 2007. "Computational Efficiency in Bayesian Model and Variable Selection," Working Papers 2007:4, Örebro University, School of Business.
  45. Nott, David J., 2008. "Predictive performance of Dirichlet process shrinkage methods in linear regression," Computational Statistics & Data Analysis, Elsevier, vol. 52(7), pages 3658-3669, March.
  46. Richard Gerlach & Shelton Peiris & Edward M. H. Lin, 2016. "Bayesian estimation and inference for log-ACD models," Computational Statistics, Springer, vol. 31(1), pages 25-48, March.
  47. Yen-Shiu Chin & Ting-Li Chen, 2016. "Minimizing variable selection criteria by Markov chain Monte Carlo," Computational Statistics, Springer, vol. 31(4), pages 1263-1286, December.
  48. Gholamreza Hajargasht, 2009. "Nonparametric Panel Data Models, A Penalized Spline Approach," CEPA Working Papers Series WP052009, School of Economics, University of Queensland, Australia.
  49. Geweke, John & Keane, Michael, 2005. "Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996: Appendices," MPRA Paper 54286, University Library of Munich, Germany.
  50. Ji, Yonggang & Lin, Nan & Zhang, Baoxue, 2012. "Model selection in binary and tobit quantile regression using the Gibbs sampler," Computational Statistics & Data Analysis, Elsevier, vol. 56(4), pages 827-839.
  51. Cai, Bo & Dunson, David B., 2007. "Bayesian Multivariate Isotonic Regression Splines: Applications to Carcinogenicity Studies," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 1158-1171, December.
  52. Min Wang & Xiaoqian Sun & Tao Lu, 2015. "Bayesian structured variable selection in linear regression models," Computational Statistics, Springer, vol. 30(1), pages 205-229, March.
  53. Wagner, Helga & Duller, Christine, 2012. "Bayesian model selection for logistic regression models with random intercept," Computational Statistics & Data Analysis, Elsevier, vol. 56(5), pages 1256-1274.
  54. Villani, Mattias & Kohn, Robert & Giordani, Paolo, 2009. "Regression density estimation using smooth adaptive Gaussian mixtures," Journal of Econometrics, Elsevier, vol. 153(2), pages 155-173, December.
  55. Giordani, Paolo & Jacobson, Tor & Schedvin, Erik von & Villani, Mattias, 2014. "Taking the Twists into Account: Predicting Firm Bankruptcy Risk with Splines of Financial Ratios," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 49(04), pages 1071-1099, August.
  56. Emanuela Ciapanna & Marco Taboga, 2011. "Bayesian analysis of coefficient instability in dynamic regressions," Temi di discussione (Economic working papers) 836, Bank of Italy, Economic Research and International Relations Area.
  57. Ouysse, Rachida & Kohn, Robert, 2010. "Bayesian variable selection and model averaging in the arbitrage pricing theory model," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3249-3268, December.
  58. Korobilis, Dimitris, 2008. "Forecasting in vector autoregressions with many predictors," MPRA Paper 21122, University Library of Munich, Germany.
  59. Gerlach, Richard & Abeywardana, Sachin, 2016. "Variational Bayes for assessment of dynamic quantile forecasts," International Journal of Forecasting, Elsevier, vol. 32(4), pages 1385-1402.
  60. Alhamzawi, Rahim & Yu, Keming, 2013. "Conjugate priors and variable selection for Bayesian quantile regression," Computational Statistics & Data Analysis, Elsevier, vol. 64(C), pages 209-219.
  61. Gholamreza Hajargasht, 2004. "Some New Semiparametric Panel Stochastic Frontier Models," Econometric Society 2004 Australasian Meetings 127, Econometric Society.
  62. Lee, Kyeong Eun & Kim, Yongku & Xu, Ronghui, 2014. "Bayesian variable selection under the proportional hazards mixed-effects model," Computational Statistics & Data Analysis, Elsevier, vol. 75(C), pages 53-65.
  63. Vladimir K. Kaishev & Dimitrina S. Dimitrova & Steven Haberman & Richard J. Verrall, 2016. "Geometrically designed, variable knot regression splines," Computational Statistics, Springer, vol. 31(3), pages 1079-1105, September.
  64. Molinari, Nicolas & Durand, Jean-Francois & Sabatier, Robert, 2004. "Bounded optimal knots for regression splines," Computational Statistics & Data Analysis, Elsevier, vol. 45(2), pages 159-178, March.
  65. Geweke, John & Keane, Michael, 2005. "Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996," MPRA Paper 54281, University Library of Munich, Germany.
  66. Frühwirth-Schnatter, Sylvia & Wagner, Helga, 2010. "Stochastic model specification search for Gaussian and partial non-Gaussian state space models," Journal of Econometrics, Elsevier, vol. 154(1), pages 85-100, January.
  67. Robert Kohn & Rachida Ouysse, 2007. "Bayesian Variable Selection of Risk Factors in the APT Model," Discussion Papers 2007-32, School of Economics, The University of New South Wales.
  68. Panagiotelis, Anastasios & Smith, Michael, 2008. "Bayesian identification, selection and estimation of semiparametric functions in high-dimensional additive models," Journal of Econometrics, Elsevier, vol. 143(2), pages 291-316, April.
  69. Villani, Mattias & Kohn, Robert & Giordani, Paolo, 2007. "Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures," Working Paper Series 211, Sveriges Riksbank (Central Bank of Sweden).
  70. Shively, Thomas S. & Walker, Stephen G. & Damien, Paul, 2011. "Nonparametric function estimation subject to monotonicity, convexity and other shape constraints," Journal of Econometrics, Elsevier, vol. 161(2), pages 166-181, April.
  71. Feng Li & Mattias Villani, 2013. "Efficient Bayesian Multivariate Surface Regression," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 40(4), pages 706-723, December.
  72. Redondas, María Dolores & Peña, Daniel, 2003. "Bayesian curve estimation by model averaging," DES - Working Papers. Statistics and Econometrics. WS ws034410, Universidad Carlos III de Madrid. Departamento de Estadística.
  73. Debashis Ghosh & Wei Chen & Trivellore Raghuanthan, 2004. "The false discovery rate: a variable selection perspective," The University of Michigan Department of Biostatistics Working Paper Series 1040, Berkeley Electronic Press.
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