Heteroskedastic linear regression models. A Bayesian analysis

MaRDI QIDQ4217777zbMATH OpenFDO

Authors Wolfgang Polasek, Shuangzhe Liu, S. Jin

Publication date 1 July 1999

zbMATH Keywords

Gibbsmarginal likelihoodMarkov chain Monte CarloMetroplis sampling

Mathematics Subject Classification ID

Bayesian inference (62F15) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99)

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