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Risk margin quantile function via parametric and non-parametric Bayesian approaches
Dong, Alice X. D.; Chan, Jennifer S. K.; Peters, Gareth W. - In: Astin bulletin : the journal of the International … 45 (2015) 3, pp. 503-550
Persistent link: https://www.econbiz.de/10011397246
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Markov chain Monte Carlo in conditionally Gaussian state space models
Carter, Chris K.; Kohn, Robert - 1994
Persistent link: https://www.econbiz.de/10000887142
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Nonparametric regression using Bayesian variable selection
Smith, Michael S.; Kohn, Robert - 1994
Persistent link: https://www.econbiz.de/10000895792
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A bayesian approach to additive semi parametric regression
Wong, Chi-ming; Kohn, Robert - 1993
Persistent link: https://www.econbiz.de/10000856796
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On gibbs sampling for state space models
Carter, Chris K.; Kohn, Robert - 1993
Persistent link: https://www.econbiz.de/10000859358
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Testing for linearity in a semiparametric regression model
Shively, Thomas S.; Kohn, Robert; Ansley, Craig F. - 1993
Persistent link: https://www.econbiz.de/10000859370
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Bayesian estimation of an autoregressive model using Markov chain Monte Carlo
Barnett, Glen; Kohn, Robert; Sheather, Simon J. - 1993
Persistent link: https://www.econbiz.de/10000861202
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A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models
Shively, Thomas S.; Kohn, Robert - 1993
Persistent link: https://www.econbiz.de/10000866696
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A Bayesian analysis of integrated moving average models
Barnett, Glen; Kohn, Robert; Sheather, Simon J. - 1993
Persistent link: https://www.econbiz.de/10000867508
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Detecting shifts, trends and periodicities
Ansley, Craig F.; Kohn, Robert - 1989
Persistent link: https://www.econbiz.de/10000842611