Locally Adaptive Semiparametric Estimation of the Mean and Variance Functions in Regression Models
- 1 December 2006
- journal article
- Published by Taylor & Francis in Journal of Computational and Graphical Statistics
- Vol. 15 (4) , 915-936
- https://doi.org/10.1198/106186006x157441
Abstract
This article proposes a Bayesian method for estimating a heteroscedastic regression model with Gaussian errors, where the mean and the log variance are modeled as linear combinations of explanatory...Keywords
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