A Dirichlet process functional approach to heteroscedastic-consistent covariance estimation

DOI10.1016/j.ijar.2016.07.008zbMathNonearXiv1602.05155OpenAlexW2284530505MaRDI QIDQ324685

George Karabatsos

Publication date: 17 October 2016

Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1602.05155

zbMATH Keywords

bootstrapsensitivity analysisregressioncausal inferenceBayesian nonparametricsandwich estimator

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Nonparametric estimation (62G05)

Uses Software

• ElemStatLearn
• Bayesian Regression

Cites Work

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