Showing 1 - 10 of 355
to combine bootstrap and Bayesian inferences. Our goal is to yield intervals that combine robustness with good small … (Rosenheck et al, 1997).In part III, we consider the combination of bootstrap and Bayes inferences. In the case of independent … identically distributed samples, the simple bootstrap yields confidence limits that are asymptotically correct to the first order …
Persistent link: https://www.econbiz.de/10009476653
Bayesian literature, with many variations and some preference for two versions labelled pppost and pcpred. The bootstrap method … develop: an ancillary based p-value designated panc; a special version of the Bayesian pcpred; and a bootstrap based p …. For implementation the Bayesian and likelihood procedures would perhaps require the same numerical computations, while the …
Persistent link: https://www.econbiz.de/10009002740
multilevel model, with both frequentist and Bayesian approaches. Findings The findings of this paper indicate consistent support …
Persistent link: https://www.econbiz.de/10014931919
We develop Bayesian techniques for estimation and model comparison in a novel Generalised Stochastic Unit Root (GSTUR …
Persistent link: https://www.econbiz.de/10010270805
’s complex spatial dispersal dynamics. We used a Bayesian method to augment the observed data, estimate the insect population …
Persistent link: https://www.econbiz.de/10014590660
Bayesian Markov Chain Monte Carlo (MCMC) methods, in particular the Gibbs sampler and the Metropolis-Hasting algorithm. The …
Persistent link: https://www.econbiz.de/10014591801
In this thesis we address problems associated with financial modelling from a Bayesian point of view. Specifically, we … Bayesian model average price. In tests on local volatility models it is shown that this price is closer than the prices of … measures from the latter class are provided using the Bayesian posterior. These are used to value the model uncertainty for a …
Persistent link: https://www.econbiz.de/10009441418
xi, 87 p. : ill. A print copy of this thesis is available through the UO Libraries. Search the library catalog for the location and call number.
Persistent link: https://www.econbiz.de/10009447381
ofthe method which, although less powerful, is not affected by convergence issues. In Chapter 6, I describe Bayesian …
Persistent link: https://www.econbiz.de/10009480508
. Bayesian methods for estimating the parameters in SEM treat the latent variables as missing data and impute them as part of a … variables. Bayesian SEM is reviewed and illustrated with a model analyzing the eects of phthalate exposure on human semen … model assumptions. Individual-level residuals are easy to estimate in the Bayesian SEM and are used to dene posterior …
Persistent link: https://www.econbiz.de/10009483015