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Author:

Xu, Dengke (Xu, Dengke.) | Zhang, Zhongzhan (Zhang, Zhongzhan.) (Scholars:张忠占)

Indexed by:

Scopus SCIE

Abstract:

We propose a fully Bayesian inference for semiparametric joint mean and variance models on the basis of B-spline approximations of nonparametric components. An efficient MCMC method which combines Gibbs sampler and Metropolis-Hastings algorithm is suggested for the inference, and the methodology is illustrated through a simulation study and a real example. (c) 2013 Elsevier B.V. All rights reserved.

Keyword:

Bayesian analysis Joint mean and variance models B-spline Gibbs sampler Metropolis-Hastings algorithm

Author Community:

  • [ 1 ] [Xu, Dengke]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 2 ] [Zhang, Zhongzhan]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China

Reprint Author's Address:

  • 张忠占

    [Zhang, Zhongzhan]Beijing Univ Technol, Coll Appl Sci, 100 Pingleyuan, Beijing 100124, Peoples R China

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Source :

STATISTICS & PROBABILITY LETTERS

ISSN: 0167-7152

Year: 2013

Issue: 7

Volume: 83

Page: 1624-1631

0 . 8 0 0

JCR@2022

ESI Discipline: MATHEMATICS;

JCR Journal Grade:4

CAS Journal Grade:4

Cited Count:

WoS CC Cited Count: 11

SCOPUS Cited Count: 11

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 3

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