Bayesian modeling of autoregressive partial linear models with scale mixture of normal errors
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Publication:5129072
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Cited in
(8)- A stochastic approximation ECME algorithm to semi-parametric scale mixtures of centred skew normal regression models
- Bayes shrinkage estimation for high-dimensional VAR models with scale mixture of normal distributions for noise
- Estimation and diagnostic for partially linear models with first-order autoregressive skew-normal errors
- Bayesian weighted composite quantile regression estimation for linear regression models with autoregressive errors
- Partially linear models with \(p\)-order autoregressive skew-normal errors
- Partially linear beta regression model with autoregressive errors
- Mixture-based extension of the AR model and its recursive Bayesian identification
- Default Bayesian Priors for Regression Models with First‐Order Autoregressive Residuals
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