| Summary: | We consider the problem of recovering an unknown smooth function from the data using the Bayesian nonparametric approach proposed by Weerahandi and Zidek (1985). Selected nonparametric smoothing methods are reviewed and compared with this new method. At each value of the independent variable, the smooth function is assumed to be expandable in a Taylor series to the pth order. Two methods, cross-validation and "backfitting" are used to estimate the a priori unspecified hyperparameters. Moreover, a data-based procedure is introduced to select the appropriate order p. Finally, an analysis of an acid-rain, wet-deposition time series is included to indicate the efficacy of the proposed methods. === Science, Faculty of === Statistics, Department of === Graduate
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