Bayesian regression with nonparametric heteroskedasticity (Q2343818)

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Bayesian regression with nonparametric heteroskedasticity
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    Bayesian regression with nonparametric heteroskedasticity (English)
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    6 May 2015
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    Bayesian linear regression
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    heteroskedasticity
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    misspecification
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    posterior consistency
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    semiparametric Bernstein-von Mises theorem
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    semiparametric efficiency
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    Gaussian process priors
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    multivariate Bernstein polynomials
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