Communications for Statistical Applications and Methods
- Volume 11 Issue 1
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- Pages.161-168
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- 2004
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- 2287-7843(pISSN)
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- 2383-4757(eISSN)
DOI QR Code
Posterior Inference in Single-Index Models
- Park, Chun-Gun (Department of Statistics, Seoul National University) ;
- Yang, Wan-Yeon (Department of Applied Statistics, Kyungwon University) ;
- Kim, Yeong-Hwa (Department of Statistics, Chung-Ang University)
- Published : 2004.04.01
Abstract
A single-index model is useful in fields which employ multidimensional regression models. Many methods have been developed in parametric and nonparametric approaches. In this paper, posterior inference is considered and a wavelet series is thought of as a function approximated to a true function in the single-index model. The posterior inference needs a prior distribution for each parameter estimated. A prior distribution of each coefficient of the wavelet series is proposed as a hierarchical distribution. A direction
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References
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