Nonparametric regression: a general methodology
نویسندگان
چکیده
This paper outlines a general approach to non-parametric regression. It provides a discussion of the methdology when applied to the standard normal error univariate nonparametric problem , then outlines how it can be extended to additive models and nonparametric regressions with a variety of diierent error processes. The estimation is provided by Markov chain Monte Carlo schemes that are fast, reliable and general. A small simulation study demonstrates the competitive nature of the procedure in the simple univariate case.
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تاریخ انتشار 2007