A note on a posterior approximation in a heteroscedastic model

DOI10.1016/0165-1765(85)90030-8zbMath1273.62165OpenAlexW2073301960MaRDI QIDQ373816

K. Surekha, William E. Griffiths

Publication date: 25 October 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(85)90030-8

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Bayesian inference (62F15)

Cites Work

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• Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo
• Correcting Inhomogeneity of Variance with Power Transformation Weighting
• Asymptotic Expansions Associated with Posterior Distributions

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