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Empirical analyses of twin mortality often use models with dependent unobserved frailty terms capturing genetic and … higher age. Estimates of correlations between the frailty terms by zygosity and the ensuing implications for the relative …
Persistent link: https://www.econbiz.de/10011842124
In survival analysis a large literature using frailty models, or models with unobserved heterogeneity, exist. In the … proportional hazard structure. First, the aspects of frailty modeling in univariate (proportional hazard, Cox) duration models are …
Persistent link: https://www.econbiz.de/10009644626
In survival analysis a large literature using frailty models, or models with unobserved heterogeneity, exist. In the … proportional hazard structure. First, the aspects of frailty modeling in univariate (proportional hazard, Cox) duration models are …
Persistent link: https://www.econbiz.de/10010595372
This paper uses an infinite hidden Markov model (IHMM) to analyze U.S. inflation dynamics with a particular focus on the persistence of inflation. The IHMM is a Bayesian nonparametric approach to modeling structural breaks. It allows for an unknown number of breakpoints and is a flexible and...
Persistent link: https://www.econbiz.de/10008509928
We present a dependent Bayesian nonparametric model for the proba- bilistic modelling of species-by-site data, i.e. population data where observations at different sites are classified into distinct species. We use a dependent version of the Griffiths-Engen-McCloskey distribution, the...
Persistent link: https://www.econbiz.de/10010781520
Although there have been a lot of developpements in the recent years on estimation in Bayesian nonparametric models, from a theoretical point view as well as from a methodological point of view, little has been done on Bayesian testing in nonparametric frameworks. In this talk I will be...
Persistent link: https://www.econbiz.de/10010781521
This introduction to Bayesian statistics presents the main concepts as well as the principal reasons advocated in favour of a Bayesian modelling. We cover the various approaches to prior determination as well as the basis asymptotic arguments in favour of using Bayes estimators. The testing...
Persistent link: https://www.econbiz.de/10010708281
This paper proposes an infinite dimension Markov switching model to accommodate regime switching and structural break dynamics or a combination of both in a Bayesian framework. Two parallel hierarchical structures, one governing the transition probabilities and another governing the parameters...
Persistent link: https://www.econbiz.de/10009147927
This paper uses an infinite hidden Markov model (IHMM) to analyze U.S. inflation dynamics with a particular focus on the persistence of inflation. The IHMM is a Bayesian nonparametric approach to modeling structural breaks. It allows for an unknown number of breakpoints and is a flexible and...
Persistent link: https://www.econbiz.de/10008487525
Persistent link: https://www.econbiz.de/10014556808