An Empirical Bayes Approach to Polynomial Regression Under Order Restrictions
顺序限制下多项式回归的经验贝叶斯方法
An unknown polynomial is to be estimated over a finite interval from N independent, normally distributed observations. A prior distribution is placed on the polynomial coefficients expressing the opinion that the coefficients decrease in absolute value as the degree of the corresponding terms increase. The data are used to estimate the parameters in the prior distribution of the coefficients. A Monte Carlo study is presented which compares the proposed method with the…