Bayesian curve estimation by polynomial of random order Academic Article

abstract

• A Bayesian method of estimating an unknown regression curve by a polynomial of random order is proposed. A joint distribution is assigned over both the set of possible orders of the polynomial and the polynomial coefficients. Reversible jumps Markov chain Monte Carlo (MCMC) (Green, Biometrika 82 (1995) 711-32), are used to compute required posteriors. The methodology is extended to polynomials of random order with discontinuities and to piecewise polynomials of random order to handle wiggly curves. The effectiveness of the methodology is illustrated with a number of examples. 1998 Elsevier Science B.V. All rights reserved.

authors

• Mallick, Bani

published proceedings

• Journal of Statistical Planning and Inference

author list (cited authors)

• Mallick, B. K.

citation count

• 10

complete list of authors

• Mallick, Bani K

publication date

• January 1998

publisher

• Elsevier  Publisher

published in

• Journal of Statistical Planning and Inference  Journal

Digital Object Identifier (DOI)

• 10.1016/s0378-3758(97)00179-1

start page

• 91

end page

• 109

volume

• 70

issue

• 1

URL

• http%3A%2F%2Fdx.doi.org%2F10.1016%2Fs0378-3758%2897%2900179-1