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Asymptotics for a Bayesian nonparametric estimator of species richness

Favaro, Stefano; Lijoi, Antonio; Prünster, Igor - 2011

they can also be exploited in species sampling problems: indeed they are natural tools for modeling the random proportions … observed from further sampling, conditional on observed data, assuming the observations are exchangeable and directed by a …

Persistent link: https://www.econbiz.de/10010343850

Fitting a distribution to survey data for the half-life of deviations from PPP

Fisher, Mark - 2015

This note presents a nonparametric Bayesian approach to fitting a distribution to the survey data provided in Kilian and Zha (2002) regarding the prior for the half-life of deviations from purchasing power parity (PPP). A point mass at infinity is included. The unknown density is represented as...

Persistent link: https://www.econbiz.de/10011403123

A Bayesian sampling approach to measuring the price responsiveness of gasoline demand using a constrained partially linear model

Chen, Haotian; Smyth, Russell; Zhang, Xibin - In: Energy economics 67 (2017), pp. 346-354

Persistent link: https://www.econbiz.de/10011897930

Bayesian nonparametric conditional Copula estimation of twin data

Dalla Valle, Luciana; Leisen, Fabrizio; Rossini, Luca - 2016

Persistent link: https://www.econbiz.de/10011639374

Comparison of Bayesian and Sample Theory Semi-Parametric Binary Response Model

Shen, Xiangjin - 2018

A Bayesian semi-parametric estimation of the binary response model using Markov Chain Monte Carlo algorithms is proposed. The performances of the parametric and semi-parametric models are presented. The mean squared errors, receiver operating characteristic curve, and the marginal effect are...

Persistent link: https://www.econbiz.de/10012938425

Sampling methods for the concentration parameter and discrete baseline of the Dirichlet Process

Liu, Yang; Nandram, Balgobin - In: Statistics in transition : an international journal of … 23 (2022) 4, pp. 21-36

the current sampling methods for the concentration parameter, which use the continuous baseline distribution. We compare …

Persistent link: https://www.econbiz.de/10014287820

Bayesian nonparametric calibration and combination of predictive distributions

Bassetti, Federico; Casarin, Roberto; Ravazzolo, Francesco - 2015

Persistent link: https://www.econbiz.de/10011631783

A Bayesian nonparametric model and its application in insurance loss prediction

Huang, Yifan; Meng, Shengwang - In: Insurance / Mathematics & economics 93 (2020), pp. 84-94

Persistent link: https://www.econbiz.de/10012294065

Rolling window selection for out-of-sample forecasting with time-varying parameters

Inoue, Atsushi; Lu, Jin; Rossi, Barbara - In: Journal of econometrics 196 (2017) 1, pp. 55-67

Persistent link: https://www.econbiz.de/10011743498

Adaptive Bayesian estimation in indirect Gaussian sequence space models

Johannes, Jan; Simoni, Anna; Schenk, Rudolf - In: Annals of economics and statistics 137 (2020), pp. 83-115

Persistent link: https://www.econbiz.de/10012602503