A Note on Smoothness Priors and Nonlinear Regression
- 1 June 1986
- journal article
- research article
- Published by JSTOR in Journal of the American Statistical Association
- Vol. 81 (394) , 514
- https://doi.org/10.2307/2289243
Abstract
A generalization of a nonparametric estimator proposed by Shiller (1984) is considered. The estimator is shown to be directly related to penalized least squares estimation and spline smoothing. Some simplifications concerning the computation of Shiller's estimator and corresponding posterior covariances are indicated.Keywords
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