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Bayesian inference for semiparametric regression using a Fourier representation

✍ Scribed by P. J. Lenk


Book ID
108547520
Publisher
Blackwell Publishing
Year
1999
Tongue
English
Weight
371 KB
Volume
61
Category
Article
ISSN
0952-8385

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## Abstract The authors consider a semiparametric partially linear regression model with serially correlated errors. They propose a new way of estimating the error structure which has the advantage that it does not involve any nonparametric estimation. This allows them to develop an inference proce