{"id":"https://openalex.org/W29878629","doi":null,"title":"Dirichlet Prior for Estimating Unknown Regression Error Heteroskedasticity","display_name":"Dirichlet Prior for Estimating Unknown Regression Error Heteroskedasticity","publication_year":2015,"publication_date":"2015-12-22","ids":{"openalex":"https://openalex.org/W29878629","mag":"29878629"},"language":"en","primary_location":{"id":"pmh:oai:irdb.nii.ac.jp:00918:0000487233","doi":null,"is_oa":true,"landing_page_url":"https://tohoku.repo.nii.ac.jp/records/68606","pdf_url":null,"source":{"id":"https://openalex.org/S7407056385","display_name":"Institutional Repositories DataBase (IRDB)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I184597095","host_organization_name":"National Institute of Informatics","host_organization_lineage":["https://openalex.org/I184597095"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"DSSR Discussion Papers","raw_type":"departmental bulletin paper"},"volume":null,"type":"article","indexed_in":[],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://tohoku.repo.nii.ac.jp/records/68606","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5013197513","display_name":"Hiroaki Chigira","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I201537933","display_name":"Tohoku University","ror":"https://ror.org/01dq60k83","country_code":"JP","type":"education","lineage":["https://openalex.org/I201537933"]}],"countries":["JP"],"is_corresponding":false,"raw_author_name":"Hiroaki Chigira","raw_affiliation_strings":["Tohoku Univ.#TAB#"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Tohoku Univ.#TAB#","institution_ids":["https://openalex.org/I201537933"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5082979100","display_name":"Tsunemasa Shiba","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I150744194","display_name":"Waseda University","ror":"https://ror.org/00ntfnx83","country_code":"JP","type":"education","lineage":["https://openalex.org/I150744194"]}],"countries":["JP"],"is_corresponding":false,"raw_author_name":"Tsunemasa Shiba","raw_affiliation_strings":["Waseda University"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Waseda University","institution_ids":["https://openalex.org/I150744194"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":true,"cited_by_count":1,"citation_normalized_percentile":{"value":0.0002303,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":93},"biblio":{"volume":null,"issue":"341","first_page":"1","last_page":"17"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10243","display_name":"Statistical Methods and Bayesian Inference","score":0.8163999915122986,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10243","display_name":"Statistical Methods and Bayesian Inference","score":0.8163999915122986,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12056","display_name":"Markov Chains and Monte Carlo Methods","score":0.08030000329017639,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11871","display_name":"Advanced Statistical Methods and Models","score":0.029500000178813934,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/heteroscedasticity","display_name":"heteroscedasticity","score":0.9359999895095825},{"id":"https://openalex.org/keywords/dirichlet-prior","display_name":"Dirichlet prior","score":0.9700000286102295},{"id":"https://openalex.org/keywords/bayesian-estimation","display_name":"Bayesian estimation","score":0.8949999809265137},{"id":"https://openalex.org/keywords/markov-chain-monte-carlo","display_name":"Markov chain Monte Carlo","score":0.7630000114440918},{"id":"https://openalex.org/keywords/prior-elicitation","display_name":"prior elicitation","score":0.6779999732971191}],"concepts":[{"id":"https://openalex.org/C101104100","wikidata":"https://www.wikidata.org/wiki/Q1063540","display_name":"Heteroscedasticity","level":2,"score":0.875669002532959},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5820164084434509},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5759050250053406},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.5603663921356201},{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.5219109058380127},{"id":"https://openalex.org/C169214877","wikidata":"https://www.wikidata.org/wiki/Q981016","display_name":"Dirichlet distribution","level":3,"score":0.49999308586120605},{"id":"https://openalex.org/C111350023","wikidata":"https://www.wikidata.org/wiki/Q1191869","display_name":"Markov chain Monte Carlo","level":3,"score":0.48280322551727295},{"id":"https://openalex.org/C107673813","wikidata":"https://www.wikidata.org/wiki/Q812534","display_name":"Bayesian probability","level":2,"score":0.4162505865097046},{"id":"https://openalex.org/C98763669","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov chain","level":2,"score":0.413942813873291},{"id":"https://openalex.org/C182310444","wikidata":"https://www.wikidata.org/wiki/Q1332643","display_name":"Boundary value problem","level":2,"score":0.0},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0}],"mesh":[],"locations_count":5,"locations":[{"id":"pmh:oai:irdb.nii.ac.jp:00918:0000487233","doi":null,"is_oa":true,"landing_page_url":"https://tohoku.repo.nii.ac.jp/records/68606","pdf_url":null,"source":{"id":"https://openalex.org/S7407056385","display_name":"Institutional Repositories DataBase (IRDB)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I184597095","host_organization_name":"National Institute of Informatics","host_organization_lineage":["https://openalex.org/I184597095"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"DSSR Discussion Papers","raw_type":"departmental bulletin paper"},{"id":"pmh:oai:irdb.nii.ac.jp:00918:0000464767","doi":null,"is_oa":true,"landing_page_url":"https://tohoku.repo.nii.ac.jp/records/4569","pdf_url":"https://tohoku.repo.nii.ac.jp/record/4569/files/terg341v2.pdf","source":{"id":"https://openalex.org/S7407056385","display_name":"Institutional Repositories DataBase (IRDB)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I184597095","host_organization_name":"National Institute of Informatics","host_organization_lineage":["https://openalex.org/I184597095"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"TERG Discussion Papers","raw_type":"departmental bulletin paper"},{"id":"mag:29878629","doi":null,"is_oa":false,"landing_page_url":"http://hermes-ir.lib.hit-u.ac.jp/rs/bitstream/10086/23263/1/gd12-248.pdf","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"RePEc: Research Papers in Economics","raw_type":null},{"id":"pmh:oai:RePEc:toh:dssraa:51","doi":null,"is_oa":false,"landing_page_url":"http://hdl.handle.net/10097/65026","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"preprint"},{"id":"pmh:oai:RePEc:toh:tergaa:341","doi":null,"is_oa":false,"landing_page_url":"http://hdl.handle.net/10097/62609","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"preprint"}],"best_oa_location":{"id":"pmh:oai:irdb.nii.ac.jp:00918:0000487233","doi":null,"is_oa":true,"landing_page_url":"https://tohoku.repo.nii.ac.jp/records/68606","pdf_url":null,"source":{"id":"https://openalex.org/S7407056385","display_name":"Institutional Repositories DataBase (IRDB)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I184597095","host_organization_name":"National Institute of Informatics","host_organization_lineage":["https://openalex.org/I184597095"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"DSSR Discussion Papers","raw_type":"departmental bulletin paper"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":15,"referenced_works":["https://openalex.org/W1526098631","https://openalex.org/W1572076522","https://openalex.org/W1579579143","https://openalex.org/W1985054565","https://openalex.org/W2039034091","https://openalex.org/W2047142410","https://openalex.org/W2057765075","https://openalex.org/W2060322593","https://openalex.org/W2072838328","https://openalex.org/W2082267127","https://openalex.org/W2098665527","https://openalex.org/W2108818539","https://openalex.org/W2116347131","https://openalex.org/W2141433546","https://openalex.org/W2160216358"],"related_works":["https://openalex.org/W7009200229","https://openalex.org/W2141433546","https://openalex.org/W1527193115","https://openalex.org/W2020777793","https://openalex.org/W181341749","https://openalex.org/W2073301960","https://openalex.org/W2161148620","https://openalex.org/W1512482190","https://openalex.org/W2608176587","https://openalex.org/W4220952289"],"abstract_inverted_index":{"We":[0,57],"propose":[1],"a":[2,30],"Bayesian":[3],"procedure":[4],"to":[5,62],"estimate":[6],"heteroskedastic":[7],"variances":[8],"of":[9,18],"the":[10,16,35,49],"regression":[11],"error":[12],"term":[13],"?O,":[14],"when":[15],"form":[17],"heteroskedasticity":[19],"is":[20,27,46],"unknown.":[21],"The":[22],"prior":[23],"information":[24,45],"on":[25,29],"?O":[26],"based":[28],"Dirichlet":[31],"distribution,":[32],"and":[33],"in":[34],"Markov":[36],"Chain":[37],"Monte":[38],"Carlo":[39],"sampling,":[40],"its":[41],"proposal":[42],"density":[43],"parameters'":[44],"elicited":[47],"from":[48],"well-known":[50],"Eicker-White":[51],"Heteroskedasticity":[52],"Consistent":[53],"Variance-Covariance":[54],"Matrix":[55],"Estimator.":[56],"present":[58],"an":[59],"emprical":[60],"example":[61],"show":[63],"that":[64],"our":[65],"scheme":[66],"works.":[67]},"counts_by_year":[{"year":2020,"cited_by_count":1}],"updated_date":"2026-09-25T08:18:29.962427","created_date":"2016-06-24T00:00:00"}
