Pages that link to "Item:Q1398964"
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The following pages link to An MCMC approach to classical estimation. (Q1398964):
Displaying 38 items.
- GENERALIZED LAPLACE INFERENCE IN MULTIPLE CHANGE-POINTS MODELS (Q5065458) (← links)
- Forecasting exchange rates using asymmetric losses: A Bayesian approach (Q5068088) (← links)
- An ABC approach for CAViaR models with asymmetric kernels (Q5107780) (← links)
- Focused estimation for noisy and small data sets: a Bayesian minimum expected loss estimator approach (Q5117663) (← links)
- A quasi-Bayesian model averaging approach for conditional quantile models (Q5220840) (← links)
- Gibbs posterior inference on value-at-risk (Q5228142) (← links)
- Communication-Efficient Distributed Statistical Inference (Q5231495) (← links)
- Construction of credible intervals for nonlinear regression models with unknown error distributions (Q5240633) (← links)
- Non‐parametric Bayesian Hazard Regression for Chronic Disease Risk Assessment (Q5251497) (← links)
- Gibbs sampling methods for Bayesian quantile regression (Q5300754) (← links)
- INTEGRATED SCORE ESTIMATION (Q5371155) (← links)
- THE TRANSMISSION MECHANISM IN GOOD AND BAD TIMES (Q5744887) (← links)
- OPTIMAL AUXILIARY PRIORS AND REVERSIBLE JUMP PROPOSALS FOR A CLASS OF VARIABLE DIMENSION MODELS (Q5859568) (← links)
- Bayesian bandwidth estimation and semi-metric selection for a functional partial linear model with unknown error density (Q5861535) (← links)
- On oracle property and asymptotic validity of Bayesian generalized method of moments (Q5964279) (← links)
- Markov switching quantile autoregression (Q6064121) (← links)
- Posterior Inference in Bayesian Quantile Regression with Asymmetric Laplace Likelihood (Q6064661) (← links)
- Discussion (Q6064662) (← links)
- Global robust Bayesian analysis in large models (Q6108269) (← links)
- Estimation and inference in factor copula models with exogenous covariates (Q6108312) (← links)
- Generalized Bayes Quantification Learning under Dataset Shift (Q6110729) (← links)
- Linex and double-linex regression for parameter estimation and forecasting (Q6115564) (← links)
- Classical \(p\)-values and the Bayesian posterior probability that the hypothesis is approximately true (Q6118722) (← links)
- From robust tests to Bayes-like posterior distributions (Q6145688) (← links)
- Spatial quantile autoregression for season within year daily maximum temperature data (Q6179128) (← links)
- -Penalized Pairwise Difference Estimation for a High-Dimensional Censored Regression Model (Q6190327) (← links)
- Identification of multi-valued treatment effects with unobserved heterogeneity (Q6193017) (← links)
- Bayesian multiple quantile regression for linear models using a score likelihood (Q6201431) (← links)
- Parameter identification framework of nonlinear dynamical systems with Markovian switching (Q6553640) (← links)
- Variational Bayes for Fast and Accurate Empirical Likelihood Inference (Q6567904) (← links)
- Smoothing Quantile Regressions (Q6617759) (← links)
- Gaussian Processes and Bayesian Moment Estimation (Q6617772) (← links)
- Threshold Regression With a Threshold Boundary (Q6617815) (← links)
- Quasi-Bayesian Inference for Production Frontiers (Q6620951) (← links)
- A Comparison of Two Quantile Models With Endogeneity (Q6626320) (← links)
- Simple quasi-Bayes approach for modeling mean medical costs (Q6636045) (← links)
- Quantification of empirical determinacy: The impact of likelihood weighting on posterior location and spread in Bayesian meta-analysis estimated with JAGS and INLA (Q6650951) (← links)
- Minimax Quasi-Bayesian Estimation in Sparse Canonical Correlation Analysis via a Rayleigh Quotient Function (Q6651368) (← links)
