Semiparametric hierarchical model with heteroscedasticity

DOI10.4310/SII.2017.V10.N3.A6zbMath1388.62262OpenAlexW2572095273MaRDI QIDQ1748660

Chuoxin Ma, Mao-Zai Tian, Jian-Xin Pan

Publication date: 14 May 2018

Published in: Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4310/sii.2017.v10.n3.a6

zbMATH Keywords

semiparametric inferenceLaplace's approximation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Nonparametric estimation (62G05)

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