Modeling heteroscedasticity in the single-index model with the Dirichlet process (Q3567669)
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scientific article; zbMATH DE number 5722361
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| English | Modeling heteroscedasticity in the single-index model with the Dirichlet process |
scientific article; zbMATH DE number 5722361 |
Statements
17 June 2010
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Bayesian nonparametrics
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ridge regression
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dimension reduction
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Gibbs sampling
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adaptive Metropolis-Hastings
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0.7789311408996582
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0.7571738958358765
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0.7549344897270203
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0.749264121055603
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