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subject:"Nonparametric statistics"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~language:"eng"
~person:"Frazier, David T."
~subject:"Bootstrap-Verfahren"
~subject:"Forecasting model"
~subject:"Share price"
~subject:"Zeitreihenanalyse"
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Nonparametric statistics
Bootstrap-Verfahren
Forecasting model
Share price
Zeitreihenanalyse
Estimation theory
10
Schätztheorie
10
Bayes-Statistik
7
Bayesian inference
7
Bayesian consistency
3
Nichtparametrisches Verfahren
3
Bayesian synthetic likelihood
2
Binary Dependent Variables
2
Causality analysis
2
History of Bayesian computation
2
IV-Schätzung
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Instrument Identification Power
2
Instrumental variables
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Kausalanalyse
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Laplace approximation
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Prognoseverfahren
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Statistical theory
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Statistische Methodenlehre
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Time series analysis
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approximate Bayesian computation
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importance sampling
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integrated nested Laplace approximation
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likelihood-free methods
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variational Bayes
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Approximate Bayesian inference
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Asymmetric Endogeneity
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Average Treatment Effect
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Bayesian neural networks
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Bernstein-von Mises theorem
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Gibbs posteriors
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Frazier, David T.
Gao, Jiti
49
Peng, Bin
18
Hyndman, Rob J.
16
Martin, Gael M.
10
Poskitt, Donald Stephen
10
Dong, Chaohua
8
Yan, Yayi
7
Zhang, Xibin
7
Cheng, Tingting
6
Gong, Xiaodong
5
Li, Degui
5
Linton, Oliver
5
Silvapulle, Mervyn J.
5
Yang, Yanrong
5
Athanasopoulos, George
4
Koo, Bonsoo
4
Liu, Fei
4
Vahid, Farshid
4
Cai, Biqing
3
Feng, Guohua
3
Forbes, Catherine Scipione
3
Grose, Simone D.
3
Nadarajah, K.
3
Pan, Guangming
3
Silvapulle, Paramsothy
3
Tjostheim, Dag
3
Zhang, Lina
3
Zhao, Xueyan
3
Bailey, Natalia
2
Bergmeir, Christoph
2
Dokumentov, Alexander
2
Donga, Chaohua
2
Harris, David
2
Hong, Han
2
Jiang, Bin
2
Kew, Hsein
2
King, Maxwell L.
2
Liang, Xuan
2
Litvinova, Svetlana
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Working paper / Department of Econometrics and Business Statistics, Monash University
Econometric theory
1
Journal of econometrics
1
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
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Decomposing identification gains and evaluating instrument identification power for partially identified average treatment effects
Zhang, Lina
;
Frazier, David T.
;
Poskitt, Donald Stephen
; …
-
2021
-
(updated version of working paper no. 34/20)
Persistent link: https://www.econbiz.de/10012697939
Saved in:
2
Loss-based variational Bayes prediction
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2021
Persistent link: https://www.econbiz.de/10012614593
Saved in:
3
Indirect inference for locally stationary models
Frazier, David T.
;
Koo, Bonsoo
-
2020
Persistent link: https://www.econbiz.de/10012610508
Saved in:
4
Decomposing identification gains and evaluating instrument identification power for partially identified average treatment effects
Zhang, Lina
;
Frazier, David T.
;
Poskitt, Donald Stephen
; …
-
2020
Persistent link: https://www.econbiz.de/10012610822
Saved in:
5
Auxiliary likelihood-based approximate Bayesian computation in state space models
Martin, Gael M.
;
McCabe, Brendon P. M.
;
Frazier, David T.
; …
-
2016
Persistent link: https://www.econbiz.de/10011781699
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