#### Filter Results:

- Full text PDF available (2)

#### Publication Year

2005

2006

- This year (0)
- Last 5 years (0)
- Last 10 years (0)

#### Publication Type

#### Co-author

#### Journals and Conferences

#### Key Phrases

Learn More

- Daniel Peña, Dolores Redondas
- Computational Statistics & Data Analysis
- 2006

A Bayesian approach is used to estimate a nonparametric regression model. The main features of the procedure are, first, the functional form of the curve is approximated by a mixture of local polynomials by Bayesian Model Averaging (BMA); second, the model weights are approximated by the BIC criterion, and third, a robust estimation procedure is… (More)

- Irwin Guttman, Daniel Peña, Dolores Redondas
- Technometrics
- 2005

This article presents a comparison of four methods to compute the posterior probabilities of the possible orders in polynomial regression models. These posterior probabilities are used for forecasting by using Bayesian model averaging. It is shown that Bayesian model averaging provides a closer relationship between the theoretical coverage of the high… (More)

- ‹
- 1
- ›