کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1144773 957432 2013 13 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
On asymptotic properties of Bayesian partially linear models
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
On asymptotic properties of Bayesian partially linear models
چکیده انگلیسی

In this paper, we present large sample properties of a partially linear model from the Bayesian perspective, in which responses are explained by the semiparametric regression model with the additive form of the linear component and the nonparametric component. For this purpose, we investigate asymptotic behaviors of posterior distributions in terms of consistency. Specifically, we deal with a specific Bayesian partially linear regression model with additive noises in which the nonparametric component is modeled using Gaussian process priors. Under the Bayesian partially linear model using Gaussian process priors, we focus on consistency of posterior distribution and consistency of the Bayes factor, and extend these results to generalized additive regression models and study their asymptotic properties. In addition we illustrate the asymptotic properties based on empirical analysis through simulation studies.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of the Korean Statistical Society - Volume 42, Issue 4, December 2013, Pages 529–541
نویسندگان
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