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Articles 151 - 160 of 160
Full-Text Articles in Multivariate Analysis
Efficient Mean Estimation In Log-Normal Linear Models, Haipeng Shen, Zhengyuan Zhu
Efficient Mean Estimation In Log-Normal Linear Models, Haipeng Shen, Zhengyuan Zhu
Zhengyuan Zhu
Economic Implications Of Copulas And Extremes, Lorán Chollete
Economic Implications Of Copulas And Extremes, Lorán Chollete
Lorán Chollete
No abstract provided.
The Risk Components Of Liquidity, Lorán Chollete, Randi Naes, Johannes Skjeltorp
The Risk Components Of Liquidity, Lorán Chollete, Randi Naes, Johannes Skjeltorp
Lorán Chollete
No abstract provided.
Additive Nonparametric Regression With Autocorrelated Errors, Michael S. Smith, C Wong, Robert Kohn
Additive Nonparametric Regression With Autocorrelated Errors, Michael S. Smith, C Wong, Robert Kohn
Michael Stanley Smith
A Bayesian approach is presented for nonparametric estimation of an additive regression model with autocorrelated errors. Each of the potentially nonlinear components is modelled as a regression spline using many knots, while the errors are modelled by a high order stationary autoregressive process parameterised in terms of its autocorrelations. The distribution of significant knots and partial autocorrelations is accounted for using subset selection. Our approach also allows the selection of a suitable transformation of the dependent variable. All aspects of the model are estimated simultaneously using Markov chain Monte Carlo. It is shown empirically that the proposed approach works well …
A Bayesian Approach To Bivariate Nonparametric Regression, Michael Smith, Robert Kohn
A Bayesian Approach To Bivariate Nonparametric Regression, Michael Smith, Robert Kohn
Michael Stanley Smith
No abstract provided.
Nonparametric Regression Using Bayesian Variable Selection, Michael Smith, Robert Kohn
Nonparametric Regression Using Bayesian Variable Selection, Michael Smith, Robert Kohn
Michael Stanley Smith
No abstract provided.
Finite Sample Performance Of Robust Bayesian Regression, Michael Smith, Sheather Simon, Kohn Robert
Finite Sample Performance Of Robust Bayesian Regression, Michael Smith, Sheather Simon, Kohn Robert
Michael Stanley Smith
No abstract provided.
Performance Indices For On-Ice Hockey Statistics, William (Bill) H. Williams
Performance Indices For On-Ice Hockey Statistics, William (Bill) H. Williams
Publications and Research
No abstract provided.
Book Review: Reasoning Agents In A Dynamic World: The Frame Problem. Kenneth M. Ford And Patrick J. Hayes, Eds.,, Jozsef A. Toth
Book Review: Reasoning Agents In A Dynamic World: The Frame Problem. Kenneth M. Ford And Patrick J. Hayes, Eds.,, Jozsef A. Toth
Jozsef A Toth Ph.D.
No abstract provided.
A Bayesian Approach To Additive Nonparametric Regression, Michael S. Smith, Robert Kohn
A Bayesian Approach To Additive Nonparametric Regression, Michael S. Smith, Robert Kohn
Michael Stanley Smith
This proceedings paper was the first to suggest using a Gaussian g-prior combined with a point mass to undertake Bayesian variable selection in a Gaussian linear regression model. It also was the first to suggest integrating out the regression parameters and variance in closed form, resulting in an efficient Gibbs sampling scheme. The idea was applied to estimate regression functions in an additive model by using a linear basis expansion for each component function in an additive model. The conference proceeding was eventually published in a slightly tighter form in Journal of Econometrics (1996).