Robert J. Kohn : Citation Profile

Are you Robert J. Kohn?

UNSW Sydney

17

H index

26

i10 index

1054

Citations

RESEARCH PRODUCTION:

51

Articles

32

Papers

RESEARCH ACTIVITY:

   44 years (1978 - 2022). See details.
   Cites by year: 23
   Journals where Robert J. Kohn has often published
   Relations with other researchers
   Recent citing documents: 44.    Total self citations: 21 (1.95 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pko171
   Updated: 2024-01-16    RAS profile: 2020-02-04    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Robert J. Kohn.

Is cited by:

Ravazzolo, Francesco (35)

Koop, Gary (33)

Smith, Michael (31)

Korobilis, Dimitris (30)

Tsionas, Mike (26)

van Dijk, Herman (20)

Guidolin, Massimo (20)

Omori, Yasuhiro (17)

Maheu, John (16)

Perron, Pierre (14)

Steel, Mark (14)

Cites to:

Smith, Michael (16)

Giordani, Paolo (16)

Geweke, John (15)

Villani, Mattias (15)

Shephard, Neil (13)

Geweke, John (11)

Jacobson, Tor (7)

Zhou, Guofu (7)

Cappellari, Lorenzo (6)

Jenkins, Stephen (6)

Fama, Eugene (6)

Main data

Where Robert J. Kohn has published?

Journals with more than one article published# docs
Journal of Econometrics15
Journal of Time Series Analysis5
Econometrica3
Biometrika3
Journal of the Royal Statistical Society Series B3
Journal of the American Statistical Association3
Econometric Reviews2
Insurance: Mathematics and Economics2

Working Papers Series with more than one paper published# docs
Working Paper Series / Sveriges Riksbank (Central Bank of Sweden)8
Working Papers / University of Sydney Business School, Discipline of Business Analytics5
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics4
Papers / arXiv.org2
Discussion Papers / School of Economics, The University of New South Wales2

Recent works citing Robert J. Kohn (2024 and 2023)

YearTitle of citing document
2023Generative Learning of Heterogeneous Tail Dependence. (2020). Yan, Xing ; Sun, Xiangqian ; Wu, QI. In: Papers. RePEc:arx:papers:2011.13132.

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2023Change point detection in dynamic Gaussian graphical models: the impact of COVID-19 pandemic on the US stock market. (2022). Grzeszkiewicz, Karolina ; Koziell, Warrick Poklewski ; de Iorio, Maria ; Beskos, Alexandros ; Franzolini, Beatrice. In: Papers. RePEc:arx:papers:2208.00952.

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2023Efficient variational approximations for state space models. (2022). Nibbering, Didier ; Loaiza-Maya, Rub'En. In: Papers. RePEc:arx:papers:2210.11010.

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2023Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471.

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2023Factor Model of Mixtures. (2023). Uryasev, Stanislav ; Peng, Cheng. In: Papers. RePEc:arx:papers:2301.13843.

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2023Generalized Autoregressive Score Trees and Forests. (2023). Simsek, Yasin ; Patton, Andrew J. In: Papers. RePEc:arx:papers:2305.18991.

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2023Spatial and Spatiotemporal Volatility Models: A Review. (2023). Bera, Anil K ; Schmid, Wolfgang ; Tacspinar, Suleyman ; Dougan, Osman ; Otto, Philipp. In: Papers. RePEc:arx:papers:2308.13061.

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2023Variational Inference for GARCH-family Models. (2023). Iosifidis, Alexandros ; Magris, Martin. In: Papers. RePEc:arx:papers:2310.03435.

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2023.

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2023Neural networks for clustered and longitudinal data using mixed effects models. (2023). Barnett, Ian ; Ghosh, Riddhi Pratim ; Mandel, Francesca. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:2:p:711-721.

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2023Scalable Bayesian Multiple Changepoint Detection via Auxiliary Uniformisation. (2023). Shaochuan, LU. In: International Statistical Review. RePEc:bla:istatr:v:91:y:2023:i:1:p:88-113.

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2023BAYESIAN STATE SPACE MODELS IN MACROECONOMETRICS. (2023). Strachan, Rodney. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:58-75.

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2023Seemingly Unrelated Regression Estimation for VAR Models with Explosive Roots. (2023). Li, Qiyuan ; Chen, YE. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:910-937.

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2023Bayesian inference for a mixture double autoregressive model. (2023). Dong, Xiaogang ; Yu, Xinyang ; Zhang, Qingqing ; Yang, Kai. In: Statistica Neerlandica. RePEc:bla:stanee:v:77:y:2023:i:2:p:188-207.

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2023Disentangling Demand and Supply Inflation Shocks from Chilean Electronic Payment Data. (2023). Hernandez-Roman, L G ; Eterovic, Nicolas ; Carlomagno, Guillermo. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:986.

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2023Efficient and feasible inference for high-dimensional normal copula regression models. (2023). Nikoloulopoulos, Aristidis K. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:179:y:2023:i:c:s0167947322002341.

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2023Spatial autoregressions with an extended parameter space and similarity-based weights. (2023). Lieberman, Offer ; Rossi, Francesca. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1770-1798.

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2023Bayesian Artificial Neural Networks for frontier efficiency analysis. (2023). Zelenyuk, Valentin ; Parmeter, Christopher F ; Tsionas, Mike. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:2:s0304407623002075.

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2023Empirical Bayes Model Averaging with Influential Observations: Tuning Zellner’s g Prior for Predictive Robustness. (2023). Wang, Junyan ; Peruggia, Mario ; Hans, Christopher M. In: Econometrics and Statistics. RePEc:eee:ecosta:v:27:y:2023:i:c:p:102-119.

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2023Implicit Copulas: An Overview. (2023). Smith, Michael Stanley. In: Econometrics and Statistics. RePEc:eee:ecosta:v:28:y:2023:i:c:p:81-104.

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2023A Bayesian hierarchical approach to the joint modelling of Revealed and stated choices. (2023). Prato, Carlo G ; Zheng, Zuduo ; Washington, Simon P ; Li, Zili. In: Journal of choice modelling. RePEc:eee:eejocm:v:47:y:2023:i:c:s1755534523000209.

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2023A recommending system for mobile games using the dynamic nonparametric model. (2023). Soh, Seung Bum ; Choi, Jeonghye ; Park, Jinkyoo ; Bae, Joonho. In: Journal of Business Research. RePEc:eee:jbrese:v:167:y:2023:i:c:s014829632300437x.

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2023.

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2023.

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2023.

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2023A Novel HydroEconomic - Econometric Approach for Integrated Transboundary Water Management Under Uncertainty. (2023). Koundouri, Phoebe ; Alamanos, A ; Tsionas, M ; Kartala, X ; Englezos, N. In: Environmental & Resource Economics. RePEc:kap:enreec:v:84:y:2023:i:4:d:10.1007_s10640-022-00744-4.

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2023Bayesian Forecasting in the 21st Century: A Modern Review. (2023). Maheu, John ; Panagiotelis, Anastasios ; Nibbering, Didier ; Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-1.

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2023.

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2023An integrated model of retail brand equity: the role of consumer shopping experience and shopping value. (2023). Zhou, Wenkai ; Vorhies, Douglas W ; Zhang, Chi. In: Journal of Brand Management. RePEc:pal:jobman:v:30:y:2023:i:5:d:10.1057_s41262-023-00311-2.

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2023A unidimensional representation of multidimensional inequality, with an application to the Arab region. (2023). Yazbeck, Myra ; Prasada, D S ; Makdissiz, Paul ; Khaled, Mohamad A. In: Discussion Papers Series. RePEc:qld:uq2004:659.

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2023Bayesian Artificial Neural Networks for Frontier Efficiency Analysis. (2023). Zelenyuk, Valentin ; Parmeter, Christopher F ; Tsionas, Mike. In: CEPA Working Papers Series. RePEc:qld:uqcepa:183.

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2023A new look at asymmetric effect of oil price changes on inflation: Evidence from Malaysia. (2023). Sek, Siok Kun. In: Energy & Environment. RePEc:sae:engenv:v:34:y:2023:i:5:p:1524-1547.

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2023New models for symbolic data analysis. (2023). Sisson, Scott ; Lin, Huan ; Beranger, Boris. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:17:y:2023:i:3:d:10.1007_s11634-022-00520-8.

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2023Semiparametric finite mixture of regression models with Bayesian P-splines. (2023). Ranciati, Saverio ; Galimberti, Giuliano ; Berrettini, Marco. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:17:y:2023:i:3:d:10.1007_s11634-022-00523-5.

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2023Variable selection for categorical response: a comparative study. (2023). Das, Kiranmoy ; Kundu, Damitri ; Sen, Sweata. In: Computational Statistics. RePEc:spr:compst:v:38:y:2023:i:2:d:10.1007_s00180-022-01260-1.

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2023Bayesian analysis of spherically parameterized dynamic multivariate stochastic volatility models. (2023). Ravishanker, Nalini ; Chen, Ming-Hui ; Hu, Guanyu. In: Computational Statistics. RePEc:spr:compst:v:38:y:2023:i:2:d:10.1007_s00180-022-01266-9.

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2023Forecasting in the presence of in-sample and out-of-sample breaks. (2023). Perron, Pierre ; Xu, Jiawen. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:6:d:10.1007_s00181-022-02346-x.

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2023Small open economies and external shocks: an application of Bayesian global vector autoregression model. (2023). Abubakar, Jamaladeen ; Bashir, Nafiu A ; Onipede, Samuel F. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:2:d:10.1007_s11135-022-01423-8.

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2023A Bayesian variable selection approach to longitudinal quantile regression. (2023). Das, Kiranmoy ; Kundu, Damitri ; Kedia, Priya. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:32:y:2023:i:1:d:10.1007_s10260-022-00645-2.

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2023Seize the Last Day: Period-End-Point Sampling for Forecasts of Temporally Aggregated Data. (2023). Reinhard, Stephen Snudden. In: LCERPA Working Papers. RePEc:wlu:lcerpa:bm0142.

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2023BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS. (2023). Korobilis, Dimitris ; Koop, Gary. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:3:p:1047-1074.

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2023Deep distributional time series models and the probabilistic forecasting of intraday electricity prices. (2023). Nott, David J ; Smith, Michael Stanley ; Klein, Nadja. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:4:p:493-511.

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2023Bayesian optimization of hyperparameters from noisy marginal likelihood estimates. (2023). Stockhammar, Par ; Villani, Mattias ; Gustafsson, Oskar. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:4:p:577-595.

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2023.

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Works by Robert J. Kohn:

YearTitleTypeCited
2012A Copula Based Bayesian Approach for Paid-Incurred Claims Models for Non-Life Insurance Reserving In: Papers.
[Full Text][Citation analysis]		paper7
2014A copula based Bayesian approach for paid–incurred claims models for non-life insurance reserving.(2014) In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
2022A Statistical Recurrent Stochastic Volatility Model for Stock Markets In: Papers.
[Full Text][Citation analysis]		paper6
2008Variable Selection and Model Averaging in Semiparametric Overdispersed Generalized Linear Models In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article5
2001Statistical Correction of a Deterministic Numerical Weather Prediction Model In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article0
2002Parsimonious Covariance Matrix Estimation for Longitudinal Data In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article59
2008Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article120
2006Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models.(2006) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 120		paper
1997Semiparametric Bayesian Inference for Time Series with Mixed Spectra In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article22
Semiparametric Bayesian inference for time series with mixed spectra.() In: Statistics Working Paper.
[Citation analysis]
This paper has nother version. Agregated cites: 22		paper
1998Additive nonparametric regression with autocorrelated errors In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article7
1996Additive Nonparametric Regression with Autocorrelated Errors..(1996) In: Monash Econometrics and Business Statistics Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2002Model selection in spline nonparametric regression In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article6
1993Computing p?Values for the Generalized Durbin–Watson Statistic and Residual Autocorrelations in Regression In: Journal of the Royal Statistical Society Series C.
[Full Text][Citation analysis]		article1
1990A NOTE ON SQUARE ROOT FILTERING FOR VECTOR AUTOREGRESSIVE MOVING?AVERAGE MODELS In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article0
1990FILTERING AND SMOOTHING IN STATE SPACE MODELS WITH PARTIALLY DIFFUSE INITIAL CONDITIONS In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article10
1996A BAYESIAN APPROACH TO ESTIMATING AND FORECASTING ADDITIVE NONPARAMETRIC AUTOREGRESSIVE MODELS In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article6
1997ROBUST BAYESIAN ESTIMATION OF AUTOREGRESSIVE??MOVING?AVERAGE MODELS In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article1
1999Diagnostics for Time Series Analysis In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article16
1979Asymptotic Estimation and Hypothesis Testing Results for Vector Linear Time Series Models. In: Econometrica.
[Full Text][Citation analysis]		article17
1979Identification Results for ARMAX Structures. In: Econometrica.
[Full Text][Citation analysis]		article3
1983Consistent Estimation of Minimal Subset Dimension. In: Econometrica.
[Full Text][Citation analysis]		article5
2009Bayesian estimation of a random effects heteroscedastic probit model In: Econometrics Journal.
[Full Text][Citation analysis]		article5
2010Bayesian variable selection and model averaging in the arbitrage pricing theory model In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article10
1981A note on an alternative derivation of the likelihood of an autoregressive moving average process In: Economics Letters.
[Full Text][Citation analysis]		article1
2007A unified approach to nonlinearity, structural change, and outliers In: Journal of Econometrics.
[Full Text][Citation analysis]		article75
2005A unified approach to nonlinearity, structural change and outliers.(2005) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 75		paper
2009Regression density estimation using smooth adaptive Gaussian mixtures In: Journal of Econometrics.
[Full Text][Citation analysis]		article27
2012Generalized smooth finite mixtures In: Journal of Econometrics.
[Full Text][Citation analysis]		article13
2012On some properties of Markov chain Monte Carlo simulation methods based on the particle filter In: Journal of Econometrics.
[Full Text][Citation analysis]		article79
2014Bayesian inference for nonlinear structural time series models In: Journal of Econometrics.
[Full Text][Citation analysis]		article8
1982When is an aggregate of a time series efficiently forecast by its past? In: Journal of Econometrics.
[Full Text][Citation analysis]		article57
2016Particle efficient importance sampling In: Journal of Econometrics.
[Full Text][Citation analysis]		article6
1992Computing p-values for the generalized Durbin-Watson and other invariant test statistics In: Journal of Econometrics.
[Full Text][Citation analysis]		article11
1994Testing for linearity in a semiparametric regression model In: Journal of Econometrics.
[Full Text][Citation analysis]		article2
1996A Bayesian approach to additive semiparametric regression In: Journal of Econometrics.
[Full Text][Citation analysis]		article15
1996Bayesian estimation of an autoregressive model using Markov chain Monte Carlo In: Journal of Econometrics.
[Full Text][Citation analysis]		article22
Bayesian Estimation of an Autoregressive Model Using Markov Chain Monte Carlo.() In: Statistics Working Paper.
[Citation analysis]
This paper has nother version. Agregated cites: 22		paper
1996Nonparametric regression using Bayesian variable selection In: Journal of Econometrics.
[Full Text][Citation analysis]		article117
Nonparametric Regression using Bayesian Variable Selection.() In: Statistics Working Paper.
[Citation analysis]
This paper has nother version. Agregated cites: 117		paper
1997A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models In: Journal of Econometrics.
[Full Text][Citation analysis]		article10
1978Local and global identification and strong consistency in time series models In: Journal of Econometrics.
[Full Text][Citation analysis]		article2
2000Nonparametric seemingly unrelated regression In: Journal of Econometrics.
[Full Text][Citation analysis]		article32
1998Nonparametric Seemingly Unrelated Regression.(1998) In: Monash Econometrics and Business Statistics Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 32		paper
2009Multivariate probit models for conditional claim-types In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article9
2000Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data In: Journal of Business Research.
[Full Text][Citation analysis]		article4
1997Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data.(1997) In: Monash Econometrics and Business Statistics Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 4		paper
Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data.() In: Statistics Working Paper.
[Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2011Constructing priors based on model size for nondecomposable Gaussian graphical models: A simulation based approach In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article0
1990The nonparametric estimation of growth curves In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]		article0
2010Adaptive hybrid Metropolis-Hastings samplers for DSGE models In: SSE/EFI Working Paper Series in Economics and Finance.
[Full Text][Citation analysis]		paper8
2007Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures In: Working Paper Series.
[Full Text][Citation analysis]		paper2
2009Flexible Modeling of Conditional Distributions Using Smooth Mixtures of Asymmetric Student T Densities In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2010Modeling Conditional Densities Using Finite Smooth Mixtures In: Working Paper Series.
[Full Text][Citation analysis]		paper3
2015SPEEDING UP MCMC BY EFFICIENT DATA SUBSAMPLING In: Working Paper Series.
[Full Text][Citation analysis]		paper10
2016Speeding up MCMC by Efficient Data Subsampling.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2015SCALABLE MCMC FOR LARGE DATA PROBLEMS USING DATA SUBSAMPLING AND THE DIFFERENCE ESTIMATOR In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2019Subsampling Sequential Monte Carlo for Static Bayesian Models In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2019Hamiltonian Monte Carlo with Energy Conserving Subsampling In: Working Paper Series.
[Full Text][Citation analysis]		paper1
1979On the Relative Efficiency of Two Methods of Estimating a Dynamic Simultaneous Equations Model. In: International Economic Review.
[Full Text][Citation analysis]		article0
2000A Nonparametric Approach to Identifying Latent Relationships in Hierarchical Models In: Marketing Science.
[Full Text][Citation analysis]		article10
1998Estimating Long-Term Trends in Tropospheric Ozone Levels In: Monash Econometrics and Business Statistics Working Papers.
[Citation analysis]		paper1
2015Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator In: Biometrika.
[Full Text][Citation analysis]		article34
2005Adaptive sampling for Bayesian variable selection In: Biometrika.
[Full Text][Citation analysis]		article26
2006Efficient Bayesian inference for Gaussian copula regression models In: Biometrika.
[Full Text][Citation analysis]		article49
2012Efficient Estimation of Covariance Matrices using Posterior Mode Multiple Shrinkage In: The Journal of Financial Econometrics.
[Full Text][Citation analysis]		article3
1980Local identification of ARMAX structures subject to nonlinear constraints In: Metrika: International Journal for Theoretical and Applied Statistics.
[Full Text][Citation analysis]		article2
2018Subsampling MCMC - an Introduction for the Survey Statistician In: Sankhya A: The Indian Journal of Statistics.
[Full Text][Citation analysis]		article0
2007Bayesian Covariance Matrix Estimation using a Mixture of Decomposable Graphical Models In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2007Bayesian Variable Selection of Risk Factors in the APT Model In: Discussion Papers.
[Full Text][Citation analysis]		paper1
2015Exact ABC using Importance Sampling In: Working Papers.
[Full Text][Citation analysis]		paper0
2016Fast Inference for Intractable Likelihood Problems using Variational B ayes In: Working Papers.
[Full Text][Citation analysis]		paper0
2016Block-Wise Pseudo-Marginal Metropolis-Hastings In: Working Papers.
[Full Text][Citation analysis]		paper2
2017Random Effects Models with Deep Neural Network Basis Functions: Methodology and Computation In: Working Papers.
[Full Text][Citation analysis]		paper1
2006Multivariate Stochastic Volatility Models with Correlated Errors In: Econometric Reviews.
[Full Text][Citation analysis]		article31
2010Parsimonious Estimation of the Covariance Matrix in Multinomial Probit Models In: Econometric Reviews.
[Full Text][Citation analysis]		article0
2020Mixed Marginal Copula Modeling In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article4
2012Modelling dependence using skew t copulas: Bayesian inference and applications In: Journal of Applied Econometrics.
[Citation analysis]		article35
Robust Bayesian estimation of autoregressive-moving range models In: Statistics Working Paper.
[Citation analysis]		paper0
Markov Chain Monte Carlo in Conditionally Gaussian State Space Models In: Statistics Working Paper.
[Citation analysis]		paper27
Robust Bayesian nonparametric regression In: Statistics Working Paper.
[Citation analysis]		paper7
Additive Nonparametric Regression for Time Series In: Statistics Working Paper.
[Citation analysis]		paper0
Finite sample performance of robust Bayesian regression In: Statistics Working Paper.
[Citation analysis]		paper1

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