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VOL. 54 | 2007 Shape restricted regression with random Bernstein polynomials
Chi-Chung Wen, I-Shou Chang, Li-Chu Chien, Chao A. Hsiung, Yuh-Jenn Wu

Editor(s) Regina Liu, William Strawderman, Cun-Hui Zhang

Abstract

Shape restricted regressions, including isotonic regression and concave regression as special cases, are studied using priors on Bernstein polynomials and Markov chain Monte Carlo methods. These priors have large supports, select only smooth functions, can easily incorporate geometric information into the prior, and can be generated without computational difficulty. Algorithms generating priors and posteriors are proposed, and simulation studies are conducted to illustrate the performance of this approach. Comparisons with the density-regression method of Dette et al. (2006) are included.

Information

Published: 1 January 2007
First available in Project Euclid: 4 December 2007

MathSciNet: MR2459189

Digital Object Identifier: 10.1214/074921707000000157

Subjects:
Primary: 62F15, 62G08
Secondary: 65D10

Rights: Copyright © 2007, Institute of Mathematical Statistics

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