Search Results for author: Melvyn Weeks

Found 1 papers, 0 papers with code

A Semi-Parametric Bayesian Generalized Least Squares Estimator

no code implementations20 Nov 2020 Ruochen Wu, Melvyn Weeks

To cope with such heterogeneity, a Dirichlet process prior is introduced for the distributional parameters of the errors, leading to the error distribution being a mixture of a variable number of normal distributions.

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