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Comparison between the complete Bayesian method and empirical Bayesian method for ARCH models using Brazilian financial time series
(Sociedade Brasileira de Pesquisa Operacional, 2012-08-01)
In this work we compared the estimates of the parameters of ARCH models using a complete Bayesian method and an empirical Bayesian method in which we adopted a non-informative prior distribution and informative prior ...
Multicollinearity and financial constraint in investment decisions: a bayesian generalized ridge regression
(2011)
This paper addresses the investment decisions considering the presence of financial constraints of 373 large Brazilian firms from 1997 to 2004, using panel data. A Bayesian econometric model was used considering ridge ...
Efficient bayesian methods for mixture models with genetic applications
(Universidade Federal de São CarlosUFSCarPrograma Interinstitucional de Pós-Graduação em Estatística - PIPGEsCâmpus São Carlos, 2016-12-14)
We propose Bayesian methods for selecting and estimating di erent types of mixture models which are widely used in Genetics and Molecular Biology. We speci cally propose data-driven selection and estimation methods for a ...
Bayesian Melding Estimation of a Stochastic SEIR Model
(Taylor & Francis IncPhiladelphiaEUA, 2010)
Comparison between the complete Bayesian method and empirical Bayesian method for ARCH models using Brazilian financial time series
(Sociedade Brasileira de Pesquisa Operacional, 2012)
In this work we compared the estimates of the parameters of ARCH models using a complete Bayesian method and an empirical Bayesian method in which we adopted a non-informative prior distribution and informative prior ...
Comparison between the complete Bayesian method and empirical Bayesian method for ARCH models using Brazilian financial time series
(Sociedade Brasileira de Pesquisa Operacional, 2012-08-01)
In this work we compared the estimates of the parameters of ARCH models using a complete Bayesian method and an empirical Bayesian method in which we adopted a non-informative prior distribution and informative prior ...
Bayesian Analysis for Errors in Variables with Changepoint Models
(UNIV NAC COLOMBIA, DEPT ESTADISTICABOGOTA DC, 2012)
Changepoint regression models have originally been developed in connection with applications in quality control, where a change from the in-control to the out-of-control state has to be detected based on the avaliable ...
Bayesian calibration under a student-t model
(SPRINGER HEIDELBERG, 1998)
In this paper we consider linear calibration problems in regressions models with independent errors distributed according to the Student-t distribution. The approach followed is Bayesian, thus, involving the need for the ...