Inference on a regression model with noised variables and serially correlated errors.
Jinhong YouXian ZhouLi-Xing ZhuPublished in: J. Multivar. Anal. (2009)
Keyphrases
- regression model
- explanatory variables
- target variable
- independent variables
- model selection
- regression methods
- predictor variables
- prediction model
- linear model
- regression analysis
- support vector regression
- linear regression model
- variable selection
- generalized linear models
- response variable
- denoising
- dependent variables
- bayesian networks
- kernel regression
- generalized linear
- probabilistic inference
- survival analysis
- factor graphs
- linear regression models
- gaussian process
- interval valued data
- multivariate regression
- regression method
- logistic regression models
- group lasso
- prediction error
- bayesian inference
- cross validation
- probabilistic model