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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.
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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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