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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 ...
Partially linear censored regression models using heavy-tailed distributions: A Bayesian approach
(ELSEVIER SCIENCE BV, 2014)
Linear regression models where the response variable is censored are often considered in statistical analysis. A parametric relationship between the response variable and covariates and normality of random errors are ...
Surviving fully Bayesian nonparametric regression models
(Oxford University Press, 2013)
This chapter compares two Bayesian nonparametric models that generalize the accelerated failure time model, based on recent work on probability models for predictor-dependent probability distributions. It begins by reviewing ...
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 ...
Bayesian first order auto-regressive latent variable models for multiple binary sequences
(SAGE PUBLICATIONS LTD, 2011)
Longitudinal clinical trials often collect long sequences of binary data monitoring a disease process over time. Our application is a medical study conducted in the US by the Veterans Administration Cooperative Urological ...
Modeling variability in generalized linear models
This work proposes joint modeling of parameters in the biparametric exponential family, including heteroscedastic linear regression (non linear regression) models; with joint modeling of the mean and precision (the ...
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 ...