Buscar
Mostrando ítems 1-10 de 1527
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 ...
A bayesian analysis for the parameters of the exponential-logarithmic distribution
(2013-07-01)
The exponential-logarithmic is a new lifetime distribution with decreasing failure rate and interesting applications in the biological and engineering sciences. Thus, a Bayesian analysis of the parameters would be desirable. ...
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 ...
On estimation and influence diagnostics for log-Birnbaum-Saunders Student-t regression models: Full Bayesian analysis
(ELSEVIER SCIENCE BV, 2010)
The purpose of this paper is to develop a Bayesian approach for log-Birnbaum-Saunders Student-t regression models under right-censored survival data. Markov chain Monte Carlo (MCMC) methods are used to develop a Bayesian ...
A Bayesian nonparametric model for Taguchi's on-line quality monitoring procedure for attributes
(ELSEVIER SCIENCE BVAMSTERDAM, 2012)
A Bayesian nonparametric model for Taguchi's on-line quality monitoring procedure for attributes is introduced. The proposed model may accommodate the original single shift setting to the more realistic situation of gradual ...
A Bayesian nonparametric model for Taguchi's on-line quality monitoring procedure for attributes
(2012-09-01)
A Bayesian nonparametric model for Taguchi's on-line quality monitoring procedure for attributes is introduced. The proposed model may accommodate the original single shift setting to the more realistic situation of gradual ...
Multicollinearity and financial constraint in investment decisions: a Bayesian generalized ridge regression
(ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD, 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 ...
Full Bayesian significance test for extremal distributions
(Taylor & Francis LtdAbingdonInglaterra, 2011)
Bayesian Melding Estimation of a Stochastic SEIR Model
(Taylor & Francis IncPhiladelphiaEUA, 2010)