Finite sample performance of robust Bayesian regression
Suggested Citation
Michael S. Smith, Sheather Simon, and Kohn Robert. "Finite sample performance of robust Bayesian regression" Journal of Computational Statistics 11.3 (1996): 269-301.
Michael Stanley Smith
Melbourne Business School
- Professor of Management (Econometrics)
- Contact Information
Expertise
- Bayesian Statistics
- Applied Econometrics
- Regression Smoothing
- Time Series Analysis
- Bayesian Model Averaging
- Copula Modelling
Courses/Seminars
- Data and Decisions (MBA)
- Data and Decisions (EMBA)
- Quantiative Financial Modelling (MBA Elective)