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作者:

Tian, Ruiqin (Tian, Ruiqin.) | Xu, Dengke (Xu, Dengke.) | Du, Jiang (Du, Jiang.) (学者:杜江) | Zhang, Junfei (Zhang, Junfei.)

收录:

SSCI SCIE

摘要:

We propose a fully Bayesian estimation approach for partially linear varying coefficient spatial autoregressive models on the basis of B-spline approximations of nonparametric components. A computational efficient MCMC method that combines the Gibbs sampler with Metropolis-Hastings algorithm is implemented to simultaneously obtain the Bayesian estimates of unknown parameters, as well as their standard error estimates. Monte Carlo simulations are used to investigate the finite sample performance of the proposed method. Finally, a real data analysis of Boston housing data is used to illustrate the usefulness of the proposed methodology.

关键词:

Bayesian estimate B-spline Gibbs sampler Partially linear varying coefficient models Spatial autoregressive models

作者机构:

  • [ 1 ] [Tian, Ruiqin]Hangzhou Normal Univ, Sch Sci, Hangzhou, Peoples R China
  • [ 2 ] [Xu, Dengke]Zhejiang Agr & Forestry Univ, Dept Stat, Hangzhou, Peoples R China
  • [ 3 ] [Du, Jiang]Beijing Univ Technol, Fac Sci, Sch Stat & Data Sci, Beijing, Peoples R China
  • [ 4 ] [Zhang, Junfei]Cent Univ Finance & Econ, Sch Stat & Math, Beijing, Peoples R China

通讯作者信息:

  • 杜江

    [Du, Jiang]Beijing Univ Technol, Fac Sci, Sch Stat & Data Sci, Beijing, Peoples R China

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来源 :

STATISTICS AND ITS INTERFACE

ISSN: 1938-7989

年份: 2022

期: 1

卷: 15

页码: 105-113

0 . 8

JCR@2022

0 . 8 0 0

JCR@2022

ESI学科: MATHEMATICS;

被引次数:

WoS核心集被引频次: 3

SCOPUS被引频次:

ESI高被引论文在榜: 0 展开所有

万方被引频次:

中文被引频次:

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