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Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data

Smith, M.; Mathur, S.; Kohn, R. - Australian Graduate School of Management, UNSW (Australia)

Persistent link: https://www.econbiz.de/10005742819

Nonparametric Regression using Bayesian Variable Selection

Smith, M.; Kohn, R. - Australian Graduate School of Management, UNSW (Australia)

Persistent link: https://www.econbiz.de/10005742820

Finite sample performance of robust Bayesian regression

Smith, M.; Sheather S.; Kohn, R. - Australian Graduate School of Management, UNSW (Australia)

Persistent link: https://www.econbiz.de/10005742823

Markov Chain Monte Carlo in Conditionally Gaussian State Space Models

Carter, C.K.; Kohn, R. - Australian Graduate School of Management, UNSW (Australia)

Persistent link: https://www.econbiz.de/10005742821

Robust Bayesian estimation of autoregressive-moving range models

Barnett, G.; Kohn, R.; Sheather, S. - Australian Graduate School of Management, UNSW (Australia)

Persistent link: https://www.econbiz.de/10005742824

Bayesian Estimation of an Autoregressive Model Using Markov Chain Monte Carlo

Barnett, G.; Kohn, R.; Sheather, S. - Australian Graduate School of Management, UNSW (Australia)

Persistent link: https://www.econbiz.de/10005794810

Semiparametric Bayesian inference for time series with mixed spectra

Carter, C.K.; Kohn, R. - Australian Graduate School of Management, UNSW (Australia)

Persistent link: https://www.econbiz.de/10005838218

Robust Bayesian nonparametric regression

Carter, C.K.; Kohn, R. - Australian Graduate School of Management, UNSW (Australia)

Persistent link: https://www.econbiz.de/10005838220

Local Polynomial Variance Function Estimation

Ruppert, D.; Wand, M.P.; Holst, U.; Hossjer, O. - Australian Graduate School of Management, UNSW (Australia)

Persistent link: https://www.econbiz.de/10005742822

Fast Computation of Auxiliary Quantities in Local Polynomial Regression

Turlach, B.A.; Wand, M.P. - Australian Graduate School of Management, UNSW (Australia)

We investigate the extension of binning methodology to fast computation of several auxiliary quantities that arise in local polynomial smoothing. Examples include degrees of freedom measures, cross-validation functions, variance estimates and exact measures of error. It is shown that the...

Persistent link: https://www.econbiz.de/10005794812