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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

Invariance arguments in Bayesian statistics

Florens, Jean-Pierre; Mouchart, Michel; Rolin, Jean-Marie - 1989

Persistent link: https://www.econbiz.de/10000780981

Noncausality and marginalization of Markov processes

Florens, Jean-Pierre - In: Econometric theory 9 (1993) 2, pp. 241-262

Persistent link: https://www.econbiz.de/10001143731

Bayesian analsis of mixtures : some results on exact estimability and identification

Florens, Jean-Pierre - 1991

Persistent link: https://www.econbiz.de/10013452728

Some useful properties of the Cirichlet process

Rolin, Jean-Marie - 1992

Persistent link: https://www.econbiz.de/10000838377

Product-limit estimators of the survival function with left or right censored data

Patilea, Valentin; Rolin, Jean-Marie - 2004

Persistent link: https://www.econbiz.de/10002598032

Competing risks models : problems of modelling and of identification

Mouchart, Michel; Rolin, Jean-Marie - 1995

Persistent link: https://www.econbiz.de/10000918209

Bayesian identification of semi-parametric binary response models

Mouchart, Michel - 1998

Persistent link: https://www.econbiz.de/10000989708

On the distribution of jumps of the Dirichlet process

Rolin, Jean-Marie - 1992

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Duration models and point processes

Florens, Jean-Pierre (contributor); … - 2007

This survey is devoted to the statistical analysis of duration models and point processes. The first section introduces specific concepts and definitions for single-spell duration models. Section two is devoted to the presentation of conditional duration models which incorporate the effects of...

Persistent link: https://www.econbiz.de/10003635142