Pages that link to "Item:Q4269634"
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The following pages link to Semi- and Non-parametric Bayesian Analysis of Duration Models with Dirichlet Priors: A Survey (Q4269634):
Displaying 12 items.
- Robust identification of highly persistent interest rate regimes (Q518607) (← links)
- On the unidentifiability of the fixed-effects 3PL model (Q748213) (← links)
- Bayesian analysis of duration models: An application to Chapter 11 bankruptcy (Q1292340) (← links)
- A duration model with unobserved heterogeneity as a mixture of Dirichlet processes (Q1389737) (← links)
- Semiparametric Bayesian time-space analysis of unemployment duration (Q1775319) (← links)
- A Bayesian analysis of exogeneity in models pooling time-series and cross-sectional data (Q1918157) (← links)
- A semi-parametric Bayesian dynamic hurdle model with an application to the health and retirement study (Q2135894) (← links)
- Nonparametric bayesian lifetime data analysis using dirichlet process lognormal mixture model (Q3120598) (← links)
- Bayesian analysis of multistate event history data: beta-Dirichlet process prior (Q3224220) (← links)
- Nearly unbiased estimation in a biparametric exponential family (Q3518393) (← links)
- Some issues in nonparametric Bayesian modeling using species sampling models (Q4970932) (← links)
- Bayesian multiscale analysis of the Cox model (Q6201864) (← links)
