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Order-Based Dependent Dirichlet Processes

Griffin, J.E.; Steel, M.F.J. - In: Journal of the American Statistical Association 101 (2006) March, pp. 179-194

Persistent link: https://www.econbiz.de/10005238559

Bayesian Efficiency Analysis Through Individual Effects: Hospital Cost Frontiers.

Koop, G.; Osiewalsky, J.; Steel, M.F.J. - Center for Operations Research and Econometrics (CORE), … - 1995

Persistent link: https://www.econbiz.de/10005207640

Theory and Methods - Order-Based Dependent Dirichlet Processes

Griffin, J.E.; Steel, M.F.J. - In: Journal of the American Statistical Association : JASA 101 (2006) 473, pp. 179-194

Persistent link: https://www.econbiz.de/10006604426

Inference with non-Gaussian Ornstein–Uhlenbeck processes for stochastic volatility

Griffin, J.E.; Steel, M.F.J. - In: Journal of econometrics 134 (2006) 2, pp. 605-644

Persistent link: https://www.econbiz.de/10007279801

Inference for grouped data with a truncated skew-Laplace distribution

Rubio, F.J.; Steel, M.F.J. - In: Computational Statistics & Data Analysis 55 (2011) 12, pp. 3218-3231

The skew-Laplace distribution has been used for modelling particle size with point observations. In reality, the observations are truncated and grouped (rounded). This must be formally taken into account for accurate modelling, and it is shown how this leads to convenient closed-form expressions...

Persistent link: https://www.econbiz.de/10009249224