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math.ST2024
Asymptotic considerations in a Bayesian linear model with nonparametrically modelled time series innovations
Claudia Kirch, Alexander Meier, Renate Meyer +1
This paper considers a semiparametric approach within the general Bayesian linear model where the innovations consist of a stationary, mean zero Gaussian time series. While a param…
math.ST2024
Symmetrisation of a class of two-sample tests by mutually considering depth ranks including functional spaces
Felix Gnettner, Claudia Kirch, Alicia Nieto-Reyes
Statistical depth functions provide measures of the outlyingness, or centrality, of the elements of a space with respect to a distribution. It is a nonparametric concept applicable…