https://doi.org/10.15609/annaeconstat2009.128.0261 • https://www.jstor.org/stable/10.15609/annaeconstat2009.128.0261 Copy URL The semiparametric varying coefficient ...

We propose a framework for making Bayesian parametric models robust to local misspecification. Suppose in a baseline parametric model, a parameter of interest has an interpretation in an encompassing ...