Laplace Variational Approximation for Semiparametric Regression in the Presence of Heteroscedastic Errors
نویسندگان
چکیده
منابع مشابه
Bayesian semiparametric regression in the presence of conditionally heteroscedastic measurement and regression errors.
We consider the problem of robust estimation of the regression relationship between a response and a covariate based on sample in which precise measurements on the covariate are not available but error-prone surrogates for the unobserved covariate are available for each sampled unit. Existing methods often make restrictive and unrealistic assumptions about the density of the covariate and the d...
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ژورنال
عنوان ژورنال: Journal of Computational and Graphical Statistics
سال: 2016
ISSN: 1061-8600,1537-2715
DOI: 10.1080/10618600.2014.983642