Bayesian curve estimation by polynomialsof random
نویسنده
چکیده
A Bayesian method of estimating an unknown regression curve by a polynomial of random order is proposed. A joint distribution is assigned over both the set of possible orders of the polynomial and the polynomial coeecients. 1995) are used to compute required posteriors. The methodology is extended to polynomials of random order with discontinuties and to piecewise poly-nomials of random order. The eeectiveness of the methodology is illustrated with a number of examples.
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