Article ID Journal Published Year Pages File Type
1152964 Statistics & Probability Letters 2013 8 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
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