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Asymptotic properties of posterior distributions in nonparametric regression with non-Gaussian errors

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  • Taeryon Choi

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  • Taeryon Choi, 2009. "Asymptotic properties of posterior distributions in nonparametric regression with non-Gaussian errors," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 61(4), pages 835-859, December.
    • Handle: RePEc:spr:aistmt:v:61:y:2009:i:4:p:835-859
    DOI: 10.1007/s10463-008-0168-2
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    References listed on IDEAS

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    1. Nidhan Choudhuri & Subhashis Ghosal & Anindya Roy, 2004. "Bayesian Estimation of the Spectral Density of a Time Series," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 1050-1059, December.
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    Cited by:

    1. Debdeep Pati & David Dunson, 2014. "Bayesian nonparametric regression with varying residual density," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 66(1), pages 1-31, February.

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