Bayesian Linear Regression with Conditional Heteroskedasticity Working Papers uri icon

authors

  • ZHAO, YANYUN

publication date

  • 2015

series title

  • UC3M Working papers. Statistics and Econometrics

series number

  • 15-04

keywords

  • bayesian linear regression; conditional heteroskedasticity; rate of convergence; posterior distribution; adaptation; hierarchical gaussian spline prior; log-spline prior