Bayesian regression with nonparametric heteroskedasticity
Andriy Norets
| Year of publication: |
2015
|
|---|---|
| Authors: | Norets, Andriy |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 185.2015, 2, p. 409-419
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| Subject: | Bayesian linear regression | Heteroskedasticity | Misspecification | Posterior consistency | Semiparametric Bernstein-von Mises theorem | Semiparametric efficiency | Gaussian process priors | Multivariate Bernstein polynomials | Nichtparametrisches Verfahren | Nonparametric statistics | Bayes-Statistik | Bayesian inference | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Heteroskedastizität | Heteroscedasticity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011348991