Search Results - subject:"Laplace approximation"

VARIATIONAL APPROXIMATIONS FOR SELECTING HIERARCHICAL MODELS OF CIRCULAR DATA IN A SMALL AREA ESTIMATION APPLICATION

Hernandez-Stumpfhauser, Daniel; Breidt, F. Jay; … - In: Statistics in Transition New Series 17 (2016) 1, pp. 91-104

Persistent link: https://www.econbiz.de/10012141609

Spatial statistical modelling of insurance risk : a spatial epidemiological approach to car insurance

Tufvesson, Oskar; Lindström, Johan; Lindström, Erik - In: Scandinavian actuarial journal 2019 (2019) 6, pp. 508-522

Persistent link: https://www.econbiz.de/10012194968

Alternative estimating procedures for multiple membership logit models with mixed effects: indirect inference and data cloning

Gottard, Anna; Calzolari, Giorgio - Dipartimento di Statistica, Informatica, Applicazioni … - 2014

Multiple-membership logit models with random effects are logit models for clustered binary data, where each statistical unit can belong to more than one group. For these models, the likelihood function is analytically intractable. We propose two different approaches for parameter estimation:...

Persistent link: https://www.econbiz.de/10010862523

A robust test for network generated dependence

Liu, Xiaodong; Prucha, Ingmar R. - In: Journal of econometrics 207 (2018) 1, pp. 92-113

Persistent link: https://www.econbiz.de/10012116126

Weighted Average Power Similar Tests for Structural Change for the Gaussian Linear Regression Model

Forchini, Giovanni - Department of Econometrics and Business Statistics, … - 2005

involve the numerical evaluation of (potentially) complicated integrals. In this paper we suggest a uniform Laplace … approximation to evaluate weighted average power test statistics for which a simple closed form does not exist. We also show that a …

Persistent link: https://www.econbiz.de/10005149121

The profit function system with output- and input-specific technical efficiency

Tsionas, Efthymios G. - In: Economics letters 151 (2017), pp. 111-114

Persistent link: https://www.econbiz.de/10011742145

Statistical monitoring of over-dispersed multivariate count data using approximate likelihood ratio tests

Das, Devashish; Zhou, Shiyu; Chen, Yong; Horst, John - In: International journal of production research 54 (2016) 21/22, pp. 6579-6593

Persistent link: https://www.econbiz.de/10011565710

Health inequalities in the European Union : an empirical analysis of the dynamics of regional differences

Maynou, Laia; Sáez, Marc; Bacaria, Jordi; López i … - In: The European journal of health economics : HEPAC ; … 16 (2015) 5, pp. 543-559

Persistent link: https://www.econbiz.de/10011299205

Bayesian structure learning in graphical models

Banerjee, Sayantan; Ghosal, Subhashis - In: Journal of Multivariate Analysis 136 (2015) C, pp. 147-162

fast computational method for approximating the posterior probabilities of various graphs using the Laplace approximation …

Persistent link: https://www.econbiz.de/10011208468

Automated Likelihood Based Inference for Stochastic Volatility Models

Skaug, Hans J.; Yu, Jun - School of Economics, Singapore Management University - 2009

In this paper the Laplace approximation is used to perform classical and Bayesian analyses of univariate and … multivariate stochastic volatility (SV) models. We show that implementation of the Laplace approximation is greatly simplified by …

Persistent link: https://www.econbiz.de/10008521815