Bayesian inference for the hazard term structure with functional predictors using Bayesian predictive information criteria

DOI10.1016/j.csda.2007.12.014zbMath1453.62026OpenAlexW1977935635MaRDI QIDQ961386

Tomohiro Ando

Publication date: 30 March 2010

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2007.12.014

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15)

Uses Software

• fda (R)

Cites Work

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• Bayesian Information Criterion for Censored Survival Models
• Equation of State Calculations by Fast Computing Machines
• Bayesian predictive information criterion for the evaluation of hierarchical Bayesian and empirical Bayes models
• Bayesian information criteria and smoothing parameter selection in radial basis function networks
• Monte Carlo sampling methods using Markov chains and their applications

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