Similar Search Results

Combining models in longitudinal data analysis

Liu, Song; Yang, Yuhong - In: Annals of the Institute of Statistical Mathematics 64 (2012) 2, pp. 233-254

Persistent link: https://www.econbiz.de/10010848656

Space alternating penalized Kullback proximal point algorithms for maximizing likelihood with nondifferentiable penalty

Chrétien, Stéphane; Hero, Alfred; Perdry, Hervé - In: Annals of the Institute of Statistical Mathematics 64 (2012) 4, pp. 791-809

Persistent link: https://www.econbiz.de/10010558358

Does a Bayesian approach generate robust forecasts? Evidence from applications in portfolio investment decisions

Tsai, Chih-Ling; Wang, Hansheng; Zhu, Ning - In: Annals of the Institute of Statistical Mathematics 62 (2010) 1, pp. 109-116

Persistent link: https://www.econbiz.de/10008497334

Contrast-based information criterion for ergodic diffusion processes from discrete observations

Uchida, Masayuki - In: Annals of the Institute of Statistical Mathematics 62 (2010) 1, pp. 161-187

Persistent link: https://www.econbiz.de/10008497337

Frequentist and Bayesian measures of confidence via multiscale bootstrap for testing three regions

Shimodaira, Hidetoshi - In: Annals of the Institute of Statistical Mathematics 62 (2010) 1, pp. 189-208

Persistent link: https://www.econbiz.de/10008497340

On regression model selection for the data with correlated errors

Wei, Wen - In: Annals of the Institute of Statistical Mathematics 61 (2009) 2, pp. 291-308

Persistent link: https://www.econbiz.de/10004999526

Parallel sequential Monte Carlo samplers and estimation of the number of states in a Hidden Markov Model

Nam, Christopher; Aston, John; Johansen, Adam - In: Annals of the Institute of Statistical Mathematics 66 (2014) 3, pp. 553-575

The majority of modelling and inference regarding Hidden Markov Models (HMMs) assumes that the number of underlying states is known a priori. However, this is often not the case and thus determining the appropriate number of underlying states for a HMM is of considerable interest. This paper...

Persistent link: https://www.econbiz.de/10010794942

Counterexamples to parsimony and BIC

Findley, David - In: Annals of the Institute of Statistical Mathematics 43 (1991) 3, pp. 505-514

Persistent link: https://www.econbiz.de/10005395568

Model selection and prediction: Normal regression

Speed, T.; Yu, Bin - In: Annals of the Institute of Statistical Mathematics 45 (1993) 1, pp. 35-54

Persistent link: https://www.econbiz.de/10005395629

Improved Model Selection Method for a Regression Function with Dependent Noise

Fourdrinier, D.; Pergamenshchikov, S. - In: Annals of the Institute of Statistical Mathematics 59 (2007) 3, pp. 435-464

Persistent link: https://www.econbiz.de/10005760362