Bayesian regression with nonparametric heteroskedasticity (Q2343818)

scientific article

Language	Label	Description	Also known as
English	Bayesian regression with nonparametric heteroskedasticity	scientific article

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instance of

scholarly article

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title

Bayesian regression with nonparametric heteroskedasticity (English)

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author

Andriy Norets

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published in

Journal of Econometrics

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publication date

6 May 2015

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zbMATH Keywords

Bayesian linear regression

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heteroskedasticity

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misspecification

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posterior consistency

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semiparametric Bernstein-von Mises theorem

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semiparametric efficiency

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Gaussian process priors

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multivariate Bernstein polynomials

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describes a project that uses

MathOverflow

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.jeconom.2014.12.006

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cites work

Handbook of econometrics. Vol. 4

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The semiparametric Bernstein-von Mises theorem

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Nonparametric Bayes Conditional Distribution Modeling With Variable Selection

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An ANOVA Model for Dependent Random Measures

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Convergence rates of posterior distributions.

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The Bernstein-von Mises theorem under misspecification

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Adaptive Bayesian density estimation with location-scale mixtures

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Posterior convergence rates for Dirichlet mixtures of beta densities

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Analysis of Minnesota colon and rectum cancer point patterns with spatial and nonspatial covariate information

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Risk of Bayesian Inference in Misspecified Models, and the Sandwich Covariance Matrix

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POSTERIOR CONSISTENCY IN CONDITIONAL DENSITY ESTIMATION BY COVARIATE DEPENDENT MIXTURES

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Bayesian regression with heteroscedastic error density and parametric mean function

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Rates of convergence for the posterior distributions of mixtures of betas and adaptive nonparametric estimation of the density

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On Bayes procedures

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Asymptotic Normality of Semiparametric and Nonparametric Posterior Distributions

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Identifiers

zbMATH Open document ID

1331.62238

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DOI

10.1016/j.jeconom.2014.12.006

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2343818