Semiparametric Bayesian estimation under functional measurement error model

  • Hwang, Jin-Seub (Department of Statistics, Kyungpook National University) ;
  • Kim, Dal-Ho (Department of Statistics, Kyungpook National University)
  • Received : 2010.02.15
  • Accepted : 2010.03.20
  • Published : 2010.03.31

Abstract

This paper considers Bayesian approach to modeling a flexible regression function under functional measurement error model. The regression function is modeled based on semiparametric regression with penalized splines. Model fitting and parameter estimation are carried out in a hierarchical Bayesian framework using Markov chain Monte Carlo methodology. Their performances are compared with those of the estimators under functional measurement error model without semiparametric component.

Keywords

References

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