Pages that link to "Item:Q5314836"

The following pages link to Bayesian exponentially tilted empirical likelihood (Q5314836):

Displaying 50 items.

• Exponentially tilted empirical distribution function for ranked set samples (Q287391) (← links)
• The role of beliefs in inference for rational expectations models (Q302207) (← links)
• Bayesian empirical likelihood for quantile regression (Q447855) (← links)
• Conditional empirical likelihood for quantile regression models (Q506571) (← links)
• Power prior elicitation in Bayesian quantile regression (Q609734) (← links)
• Confidence intervals based on empirical statistics: existence of a probability matching prior and connection with frequentist Bartlett adjustability (Q619102) (← links)
• Asymptotic equivalence of empirical likelihood and Bayesian MAP (Q834346) (← links)
• Asymptotic results on a general class of empirical statistics: Power and confidence interval properties (Q853843) (← links)
• Bayesian semiparametric hierarchical empirical likelihood spatial models (Q894792) (← links)
• Proper Bayesian estimating equation based on Hilbert space method (Q930088) (← links)
• Matching posterior and frequentist cumulative distribution functions with empirical-type likelihoods in the multiparameter case (Q952879) (← links)
• Data-dependent probability matching priors for highest posterior density and equal-tailed two-sided regions based on empirical-type likelihoods (Q974507) (← links)
• Default prior distributions from quasi- and quasi-profile likelihoods (Q988917) (← links)
• An RKHS framework for functional data analysis (Q993801) (← links)
• Point estimation with exponentially tilted empirical likelihood (Q995419) (← links)
• Portfolio optimization based on stochastic dominance and empirical likelihood (Q1668578) (← links)
• Exponentially tilted likelihood inference on growing dimensional unconditional moment models (Q1680189) (← links)
• Posterior simulation via the exponentially tilted signed root log-likelihood ratio (Q1695516) (← links)
• Moment conditions selection based on adaptive penalized empirical likelihood (Q1724007) (← links)
• Conjugate priors and variable selection for Bayesian quantile regression (Q1800091) (← links)
• Nonparametric Bayes factors based on empirical likelihood ratios (Q1926397) (← links)
• On the approximate frequentist validity of the posterior quantiles of a parametric function: results based on empirical and related likelihoods (Q1944372) (← links)
• Empty set problem of maximum empirical likelihood methods (Q1952036) (← links)
• Improved approximate Bayesian computation methods via empirical likelihood (Q2033303) (← links)
• Approximate Bayesian conditional copulas (Q2076116) (← links)
• Nonparametric Bayes subject to overidentified moment conditions (Q2116355) (← links)
• Constrained estimation using penalization and MCMC (Q2116360) (← links)
• Frequentist properties of Bayesian inequality tests (Q2225020) (← links)
• Inference of local regression in the presence of nuisance parameters (Q2227059) (← links)
• Objective Bayesian inference with proper scoring rules (Q2273176) (← links)
• Endogenous dynamic efficiency in the intertemporal optimization models of firm behavior (Q2301969) (← links)
• Smoothed GMM for quantile models (Q2330749) (← links)
• Bayesian moment-based inference in a regression model with misclassification error (Q2399541) (← links)
• Bayesian empirical likelihood estimation of quantile structural equation models (Q2402226) (← links)
• Quasi-Bayesian analysis of nonparametric instrumental variables models (Q2438756) (← links)
• On Bartlett correctability of empirical likelihood in generalized power divergence family (Q2452773) (← links)
• Robust likelihood functions in Bayesian inference (Q2475762) (← links)
• Modeling adverse birth outcomes via confirmatory factor quantile regression (Q2893987) (← links)
• Pseudo-Likelihoods for Bayesian Inference (Q2963082) (← links)
• Moment Conditions and Bayesian Non-Parametrics (Q3120099) (← links)
• Bayesian Estimation and Comparison of Moment Condition Models (Q3121558) (← links)
• Quantile regression for binary performance indicators (Q3552639) (← links)
• Approximate Bayesian Computation for Copula Estimation (Q4965727) (← links)
• Bayesian semiparametric approach to quantile nonlinear dynamic factor analysis models with mixed ordered and nonignorable missing data (Q5044092) (← links)
• (Q5125164) (← links)
• Bayesian semiparametric density ratio modelling with applications to medical malpractice reform (Q5142149) (← links)
• Bayesian jackknife empirical likelihood (Q5212919) (← links)
• Construction of credible intervals for nonlinear regression models with unknown error distributions (Q5240633) (← links)
• Exponential tilting in Bayesian asymptotics (Q5384372) (← links)
• Bayesian model averaging for dynamic panels with an application to a trade gravity model (Q5862500) (← links)