Smoothing the non-parametric estimate of a prior distribution by roughening: A computational study

DOI10.1016/0167-9473(91)90101-7zbMath0825.62435OpenAlexW1584307156MaRDI QIDQ1896163

Nan M. Laird, Thomas A. Louis

Publication date: 17 August 1995

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(91)90101-7

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Probabilistic methods, stochastic differential equations (65C99)

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