Pages that link to "Item:Q738117"
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The following pages link to Bayesian hypothesis testing in latent variable models (Q738117):
Displaying 23 items.
- Estimation of linear composite quantile regression using EM algorithm (Q310670) (← links)
- A Bayesian chi-squared test for hypothesis testing (Q496143) (← links)
- Post-processing of Markov chain Monte Carlo output in Bayesian latent variable models with application to multidimensional scaling (Q722742) (← links)
- Bayesian hypotheses testing using posterior density ratios (Q1129466) (← links)
- Objective Bayesian inference for the intraclass correlation coefficient in linear models (Q1640969) (← links)
- Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors (Q1663270) (← links)
- A Bayesian robust chi-squared test for testing simple hypotheses (Q2024459) (← links)
- Mixture additive hazards cure model with latent variables: application to corporate default data (Q2072400) (← links)
- Posterior-based Wald-type statistics for hypothesis testing (Q2155308) (← links)
- Bayesian estimation of multidimensional latent variables and its asymptotic accuracy (Q2181075) (← links)
- A Bayesian random effects model for testlets (Q2250668) (← links)
- A new approach to Bayesian hypothesis testing (Q2512626) (← links)
- Approximating cross-validatory predictive evaluation in Bayesian latent variable models with integrated IS and WAIC (Q2628889) (← links)
- Gradient-based simulated maximum likelihood estimation for stochastic volatility models using characteristic functions (Q4554510) (← links)
- A non-iterative posterior sampling algorithm for linear quantile regression model (Q4638786) (← links)
- (Q4872017) (← links)
- Maximum likelihood estimation in vector autoregressive models with multivariate scaled <i>t</i>-distributed innovations using EM-based algorithms (Q5084753) (← links)
- A local unit root test in mean for financial time series (Q5222373) (← links)
- Gradient-based simulated maximum likelihood estimation for Lévy-driven Ornstein–Uhlenbeck stochastic volatility models (Q5245899) (← links)
- Bayesian testing volatility persistence in stochastic volatility models with jumps (Q5245900) (← links)
- Bayesian testing for jumps in stochastic volatility models with correlated jumps (Q5247227) (← links)
- Objective Bayesian hypothesis testing and estimation for the intraclass model (Q5879954) (← links)
- Bayesian model selection for multilevel mediation models (Q6089377) (← links)
