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Tail forecasting with multivariate Bayesian additive regression trees

Clark, Todd E.; Huber, Florian; Koop, Gary; Marcellino, … - 2021

Persistent link: https://www.econbiz.de/10012489943

Nonlife ratemaking and risk management with Bayesian additive models for location, scale and shape

Klein, Nadja; Denuit, Michel; Lang, Stefan; Kneib, Thomas - 2013

and allows for the simultaneous estimation of possible nonlinear effects, spatial variations and interactions between risk …

Persistent link: https://www.econbiz.de/10010190248

Disciplining Density Forecasts with Survey of Professional Forecasters and Bayesian Quantile Regression

Szabo, Milan - 2022

semiparametric Bayesian quantile regression that jointly estimates the conditional quantiles. We show that additional shrinkage from …

Persistent link: https://www.econbiz.de/10014242642

Disciplining growth-at-risk models with survey of professional forecasters and Bayesian quantile regression

Szabo, Milan - In: Journal of forecasting 43 (2024) 6, pp. 1975-1981

Persistent link: https://www.econbiz.de/10015110346

Flexible bayesian midas : time variation, group shrinkage and sparsity

Kohns, David; Potjagailo, Galina - 2023

Persistent link: https://www.econbiz.de/10014330118

Tail forecasting with multivariate bayesian additive regression trees

Clark, Todd E.; Huber, Florian; Koop, Gary; Marcellino, … - 2022

Persistent link: https://www.econbiz.de/10013281184

Macroeconomic tail events with non-linear Bayesian VARs

Chiu, Ching Wai Jeremy; Hacıoǧlu Hoke, Sinem - 2016

Persistent link: https://www.econbiz.de/10011557391

The spatial empirical Bayes predictor of the small area mean for a lognormal variable of interest and spatially correlated random effects

Handayani, Dian; Folmer, Henk; Kurnia, Anang; … - In: Empirical economics : a journal of the Institute for … 55 (2018) 1, pp. 147-167

Persistent link: https://www.econbiz.de/10011949760

Empirical Bayesian density forecasting in lowa and shrinkage for the Monte Carlo era

Lewis, Kurt F.; Whiteman, Charles H. - 2006

flat prior are made to those produced by the traditional (mixed estimation) Bayesian VAR methods of Doan, Litterman, and …

Persistent link: https://www.econbiz.de/10003376427

On Bayesian prediction of future median generalized order statistics using doubly censored data from type-I generalized logistic model

Abushal, Tahani A. - In: Journal of statistical and econometric methods 2 (2013) 1, pp. 61-79

This paper is concerned with the problem of deriving expressions for the Bayesian predictive survival functions for the median of future sample of generalized order statistics having odd and even sizes. Both of the informative and future samples are drawn from a population whose distribution is...

Persistent link: https://www.econbiz.de/10009769905