By Scientia Professor Robert Kohn

Preprints

Henker T; Kohn R; Xia Y; Feldman D, 2008, Transaction Size and Effective Spread: An Informational Relationship, http://dx.doi.org/10.2139/ssrn.1249440

Wood S; Kohn R; Cottet R; Jiang W; Tanner M, 2007, Locally Adaptive Nonparametric Binary Regression, http://dx.doi.org/10.48550/arxiv.0709.3545

Cottet R; Kohn R; Nott D, 2007, Variable Selection and Model Averaging in Semiparametric Overdispersed Generalized Linear Models, http://dx.doi.org/10.48550/arxiv.0707.2158

Armstrong H; Carter CK; Wong KF; Kohn R, 2007, Bayesian Covariance Matrix Estimation using a Mixture of Decomposable Graphical Models, http://dx.doi.org/10.48550/arxiv.0706.1287

Wood SA; Kohn R; Cottet R; Jiang W; Tanner M, 2007, Locally Adaptive Nonparametric Binary Regression, http://dx.doi.org/10.2139/ssrn.1000861

Villani M; Kohn R; Giordani P, 2007, Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures, http://dx.doi.org/10.2139/ssrn.1024701

Cottet R; Kohn R; Nott DJ, 2007, Variable Selection and Model Averaging in Semiparametric Overdispersed Generalized Linear Models, http://dx.doi.org/10.2139/ssrn.1000681

Armstrong HJ; Carter CK; Wong KFK; Kohn R, 2007, Bayesian Covariance Matrix Estimation Using a Mixture of Decomposable Graphical Models, http://dx.doi.org/10.2139/ssrn.966635

Cripps EJ; Kohn R; Nott DJ, 2006, Bayesian Subset Selection and Model Averaging Using a Centered and Dispersed Prior for the Error Variance, http://dx.doi.org/10.2139/ssrn.879481

Chan DX; Kohn R; Nott DJ; Kirby C, 2006, Locally Adaptive Semiparametric Estimation of the Mean and Variance Functions in Regression Models, http://dx.doi.org/10.2139/ssrn.878225

Giordani P; Kohn R; van Dijk DJC, 2005, A Unified Approach to Nonlinearity, Structural Change, and Outliers, http://dx.doi.org/10.2139/ssrn.738865

Giordani P; Kohn R, 2005, Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models, http://dx.doi.org/10.2139/ssrn.738894

Chan DX; Kohn R; Kirby C, 2005, Multivariate Stochastic Volatility Models with Correlated Errors, http://dx.doi.org/10.2139/ssrn.876348

Carter CK; Kohn R, 1998, Semiparametric Bayesian Inference for Time Series with Mixed Spectra, http://dx.doi.org/10.2139/ssrn.50230

Smith M; Sheather SJ; Kohn R, 1997, Finite Sample Performance of Robust Bayesian Regression, http://dx.doi.org/10.2139/ssrn.41540

Tseng Y-H; Tran M-N; Kohn R, Variational Bayesian Inference for Modelswith Nuisance Parameters and an Intractable Likelihood, http://dx.doi.org/10.21203/rs.3.rs-4487816/v1

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