A nonparametric dependent process for Bayesian regression

This article investigates the problem of Bayesian nonparametric regression. The proposed model is based on a recently introduced random distribution function, which is based on a decreasing set of weights. The approach is surprisingly of a much simpler form than alternative models described in the literature. A Gibbs sampler algorithm is provided for posterior analysis.

MoreLess

Year of publication:	2009
Authors:	Fuentes-García, Ruth ; Mena, Ramsés H. ; Walker, Stephen G.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 79.2009, 8, p. 1112-1119
Publisher:	Elsevier

Online Resource

Check full text access |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

subito order

I need help

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005223798