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On the distribution of jumps of the Dirichlet process
Rolin, Jean-Marie - 1992
Persistent link: https://www.econbiz.de/10000852939
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Bayesian identification of semi-parametric binary response models
Mouchart, Michel - 1998
Persistent link: https://www.econbiz.de/10000989708
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Some useful properties of the Cirichlet process
Rolin, Jean-Marie - 1992
Persistent link: https://www.econbiz.de/10000838377
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Coverage properties of one-sided intervals in the discrete case and application to matching priors
Rousseau, Judith - 1997
Persistent link: https://www.econbiz.de/10000968640
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Invariance arguments in Bayesian statistics
Florens, Jean-Pierre; Mouchart, Michel; Rolin, Jean-Marie - 1989
Persistent link: https://www.econbiz.de/10000780981
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Weak conditional independence and relative invariance in Bayesian statistics
Florens, Jean-Pierre; Mouchart, Michel; Rolin, Jean-Marie - 1990
Persistent link: https://www.econbiz.de/10000802556
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A bootstrap test for single index models
Härdle, Wolfgang; Proença, Isabel - 1994
Persistent link: https://www.econbiz.de/10000891356
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Asymptotic properties of approximate Bayesian computation
Frazier, D. T.; Martin, Gael M.; Robert, Christian P.; … - 2016
Persistent link: https://www.econbiz.de/10011781809
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Asymptotic properties of approximate Bayesian computation
Frazier, David T.; Martin, Gael M.; Robert, Christian P.; … - 2017
Persistent link: https://www.econbiz.de/10011782219
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Flexible stochastic volatility structures for high frequency financial data
Feldmann, David; Härdle, Wolfgang; Hafner, Christian M.; … - 1998
Persistent link: https://www.econbiz.de/10000992362