Pages that link to "Item:Q1305675"
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The following pages link to Monte Carlo inference in econometric models with symmetric stable disturbances (Q1305675):
Displaying 14 items.
- Maximum likelihood estimation of stochastic frontier models by the Fourier transform (Q528038) (← links)
- Consistent tests for symmetric stability with finite mean based on the empirical characteristic function (Q707048) (← links)
- Bayesian analysis of multivariate stable distributions using one-dimensional projections (Q900801) (← links)
- Bayesian inference for \(\alpha \)-stable distributions: a random walk MCMC approach (Q1019893) (← links)
- Modelling with mixture of symmetric stable distributions using Gibbs sampling (Q1046641) (← links)
- Efficient posterior integration in stable paretian models (Q1580845) (← links)
- Numerical Bayesian inference with arbitrary prior (Q1591490) (← links)
- Well-posed Bayesian inverse problems and heavy-tailed stable quasi-Banach space priors (Q2013863) (← links)
- Bayesian analysis for outliers in survey sampling (Q2445648) (← links)
- (Q4512130) (← links)
- Posterior analysis, prediction and reliability in three-parameter weibull distributions (Q4541732) (← links)
- Bayesian International Evidence on Heavy Tails, Non-Stationarity and Asymmetry over the Business Cycle (Q4832047) (← links)
- Bayesian Inference Using Artificial Augmenting Regressions (Q5321937) (← links)
- A new robust Bayesian small area estimation via ‐stable model for estimating the proportion of athletic students in California (Q6091672) (← links)
