Bayesian regression with heteroscedastic error density and parametric mean function
Year of publication: |
2014
|
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Authors: | Pelenis, Justinas |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 178.2014, 1, p. 624-638
|
Subject: | Bayesian semi-parametrics | Bayesian conditional density estimation | Heteroscedastic linear regression | Bayes-Statistik | Bayesian inference | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Heteroskedastizität | Heteroscedasticity |
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