On asymptotic properties of Bayesian partially linear models
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Choi, Taeryon | - |
dc.contributor.author | Woo, Yoonsung | - |
dc.date.accessioned | 2021-09-05T18:13:28Z | - |
dc.date.available | 2021-09-05T18:13:28Z | - |
dc.date.created | 2021-06-15 | - |
dc.date.issued | 2013-12 | - |
dc.identifier.issn | 1226-3192 | - |
dc.identifier.uri | https://scholar.korea.ac.kr/handle/2021.sw.korea/101376 | - |
dc.description.abstract | 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. (C) 2013 The Korean Statistical Society. Published by Elsevier B.V. All rights reserved. | - |
dc.language | English | - |
dc.language.iso | en | - |
dc.publisher | KOREAN STATISTICAL SOC | - |
dc.subject | POSTERIOR CONSISTENCY | - |
dc.subject | DISTRIBUTIONS | - |
dc.subject | MIXTURES | - |
dc.subject | RATES | - |
dc.title | On asymptotic properties of Bayesian partially linear models | - |
dc.type | Article | - |
dc.contributor.affiliatedAuthor | Choi, Taeryon | - |
dc.identifier.doi | 10.1016/j.jkss.2013.03.003 | - |
dc.identifier.scopusid | 2-s2.0-84885841592 | - |
dc.identifier.wosid | 000326556600010 | - |
dc.identifier.bibliographicCitation | JOURNAL OF THE KOREAN STATISTICAL SOCIETY, v.42, no.4, pp.529 - 541 | - |
dc.relation.isPartOf | JOURNAL OF THE KOREAN STATISTICAL SOCIETY | - |
dc.citation.title | JOURNAL OF THE KOREAN STATISTICAL SOCIETY | - |
dc.citation.volume | 42 | - |
dc.citation.number | 4 | - |
dc.citation.startPage | 529 | - |
dc.citation.endPage | 541 | - |
dc.type.rims | ART | - |
dc.type.docType | Article | - |
dc.identifier.kciid | ART001840430 | - |
dc.description.journalClass | 1 | - |
dc.description.journalRegisteredClass | scie | - |
dc.description.journalRegisteredClass | scopus | - |
dc.description.journalRegisteredClass | kci | - |
dc.relation.journalResearchArea | Mathematics | - |
dc.relation.journalWebOfScienceCategory | Statistics & Probability | - |
dc.subject.keywordPlus | POSTERIOR CONSISTENCY | - |
dc.subject.keywordPlus | DISTRIBUTIONS | - |
dc.subject.keywordPlus | MIXTURES | - |
dc.subject.keywordPlus | RATES | - |
dc.subject.keywordAuthor | Bayes factor consistency | - |
dc.subject.keywordAuthor | Gaussian process priors | - |
dc.subject.keywordAuthor | Dirichlet process mixture | - |
dc.subject.keywordAuthor | Marginal distribution | - |
dc.subject.keywordAuthor | Posterior consistency | - |
dc.subject.keywordAuthor | RKHS | - |
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