Bayesian Interpretations of Heteroskedastic Consistent Covariance Estimators Using the Informed Bayesian Bootstrap
在线性回归模型中，为White异方差一致协方差估计量及其多种修正形式提供了贝叶斯解释，并利用知情贝叶斯自助法构建了有用的框架。
This article provides Bayesian interpretations for White's heteroskedastic consistent (HC) covariance estimator, and various modifications of it, in linear regression models. An informed Bayesian bootstrap provides a useful framework.