JOURNAL ARTICLE

Bayesian regression with nonparametric heteroskedasticity

Andriy Norets

Year: 2015 Journal:   Journal of Econometrics Vol: 185 (2)Pages: 409-419   Publisher: Elsevier BV
Keywords:
Semiparametric regression Mathematics Bayesian linear regression Variance function Statistics Nonparametric regression Semiparametric model Econometrics Heteroscedasticity Regression analysis Bayesian probability Nonparametric statistics Bayesian inference

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16
Cited By
1.57
FWCI (Field Weighted Citation Impact)
100
Refs
0.92
Citation Normalized Percentile
Is in top 1%
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Citation History

Topics

Bayesian Methods and Mixture Models
Physical Sciences →  Computer Science →  Artificial Intelligence
Statistical Methods and Inference
Physical Sciences →  Mathematics →  Statistics and Probability
Statistical Methods and Bayesian Inference
Physical Sciences →  Mathematics →  Statistics and Probability

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