Bayesian regression with heteroscedastic error density and parametric mean function
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Publication:2512628
DOI10.1016/j.jeconom.2013.10.006zbMath1293.62058OpenAlexW2078840655MaRDI QIDQ2512628
Publication date: 7 August 2014
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2013.10.006
Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Bayesian inference (62F15)
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