| Publication | Date of Publication | Type |
|---|
Bayesian survival modelling of university outcomes Journal of the Royal Statistical Society. Series A. Statistics in Society | 2025-01-13 | Paper |
David Huk, Lorenzo Pacchiardi, Ritabrata Dutta and Mark Steel's contribution to the discussion of `Martingale posterior distributions' by Fong, Holmes and Walker Journal of the Royal Statistical Society. Series B. Statistical Methodology | 2024-10-29 | Paper |
Gregor Steiner and Mark Steel's contribution to the discussion of `Parameterizing and simulating from causal models' by Evans and Didelez Journal of the Royal Statistical Society. Series B. Statistical Methodology | 2024-09-16 | Paper |
Methods and Tools for Bayesian Variable Selection and Model Averaging in Normal Linear Regression International Statistical Review | 2023-11-10 | Paper |
Methods and Tools for Bayesian Variable Selection and Model Averaging in Normal Linear Regression International Statistical Review | 2023-11-10 | Paper |
Discussion International Statistical Review | 2023-11-10 | Paper |
Measurement error in linear regression models with fat tails and skewed errors Communications in Statistics: Theory and Methods | 2023-07-12 | Paper |
Bayes Factors Based on g-Priors for Variable Selection Handbook of Bayesian Variable Selection | 2022-05-27 | Paper |
Adaptive Computational Methods for Bayesian Variable Selection Handbook of Bayesian Variable Selection | 2022-05-27 | Paper |
In search of lost mixing time: adaptive Markov chain Monte Carlo schemes for Bayesian variable selection with very large p Biometrika | 2021-04-08 | Paper |
On choosing mixture components via non-local priors Journal of the Royal Statistical Society Series B: Statistical Methodology | 2020-02-03 | Paper |
On choosing mixture components via non-local priors Journal of the Royal Statistical Society Series B: Statistical Methodology | 2020-02-03 | Paper |
| Continuous mixtures with skewness and heavy tails | 2019-11-12 | Paper |
Comparing Distributions by using Dependent Normalized Random-Measure Mixtures Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-05-09 | Paper |
Discussion of ``Nonparametric Bayesian inference in applications: Bayesian nonparametric methods in econometrics Statistical Methods and Applications | 2018-08-21 | Paper |
Flexible linear mixed models with improper priors for longitudinal and survival data Electronic Journal of Statistics | 2018-04-25 | Paper |
Flexible linear mixed models with improper priors for longitudinal and survival data Electronic Journal of Statistics | 2018-04-25 | Paper |
Objective Bayesian Survival Analysis Using Shape Mixtures of Log-Normal Distributions Journal of the American Statistical Association | 2017-10-13 | Paper |
Mixtures of \(g\)-priors for Bayesian model averaging with economic applications Journal of Econometrics | 2017-05-12 | Paper |
Stick-breaking autoregressive processes Journal of Econometrics | 2016-08-12 | Paper |
Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers Journal of Econometrics | 2016-05-04 | Paper |
Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility Journal of Econometrics | 2016-05-02 | Paper |
Alternative efficiency measures for multiple-output production Journal of Econometrics | 2016-03-30 | Paper |
Directional log-spline distributions Bayesian Analysis | 2016-02-16 | Paper |
Flexible univariate continuous distributions Bayesian Analysis | 2016-02-12 | Paper |
Bayesian inference for \(P(X<Y)\) using asymmetric dependent distributions Bayesian Analysis | 2016-02-02 | Paper |
Modeling overdispersion with the normalized tempered stable distribution Computational Statistics and Data Analysis | 2016-01-12 | Paper |
Semiparametric Bayesian inference for stochastic frontier models Journal of Econometrics | 2015-12-29 | Paper |
Inference in two-piece location-scale models with Jeffreys priors Bayesian Analysis | 2015-12-21 | Paper |
Rejoinder: ``Inference in two-piece location-scale models with Jeffreys priors Bayesian Analysis | 2015-12-21 | Paper |
Bayesian modelling of skewness and kurtosis with two-piece scale and shape distributions Electronic Journal of Statistics | 2015-10-28 | Paper |
Bayesian modelling of skewness and kurtosis with two-piece scale and shape distributions Electronic Journal of Statistics | 2015-10-28 | Paper |
Cross-validation prior choice in Bayesian probit regression with many covariates Statistics and Computing | 2015-10-16 | Paper |
On Bayesian nonparametric modelling of two correlated distributions Statistics and Computing | 2015-10-16 | Paper |
Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes Computational Statistics and Data Analysis | 2014-04-14 | Paper |
Inference for grouped data with a truncated skew-Laplace distribution Computational Statistics and Data Analysis | 2013-03-14 | Paper |
Modelling multi-output stochastic frontiers using copulas Computational Statistics and Data Analysis | 2012-12-30 | Paper |
On the Marshall-Olkin transformation as a skewing mechanism Computational Statistics and Data Analysis | 2012-12-07 | Paper |
Non-Gaussian spatiotemporal modelling through scale mixing Biometrika | 2011-12-28 | Paper |
| Bayesian nonparametric modelling with the Dirichlet process regression smoother | 2010-11-17 | Paper |
Model-based clustering of non-Gaussian panel data based on skew-\(t\) distributions Journal of Business and Economic Statistics | 2010-10-11 | Paper |
| scientific article; zbMATH DE number 5224905 (Why is no real title available?) | 2008-01-09 | Paper |
Order-Based Dependent Dirichlet Processes Journal of the American Statistical Association | 2007-08-20 | Paper |
A Constructive Representation of Univariate Skewed Distributions Journal of the American Statistical Association | 2007-08-20 | Paper |
Non-Gaussian Bayesian Geostatistical Modeling Journal of the American Statistical Association | 2007-08-20 | Paper |
Bayesian Modelling of Catch in a North-West Atlantic Fishery Journal of the Royal Statistical Society Series C: Applied Statistics | 2007-05-07 | Paper |
On describing multivariate skewed distributions: A directional approach The Canadian Journal of Statistics | 2007-01-30 | Paper |
Modelling Directional Dispersion through Hyperspherical Log-Splines Journal of the Royal Statistical Society Series B: Statistical Methodology | 2006-06-19 | Paper |
Multiple-Output Production With Undesirable Outputs Journal of the American Statistical Association | 2004-06-10 | Paper |
Robust Bayesian inference on scale parameters Journal of Multivariate Analysis | 2002-03-26 | Paper |
| scientific article; zbMATH DE number 1522702 (Why is no real title available?) | 2001-12-05 | Paper |
A Bayesian analysis of multiple-output production frontiers Journal of Econometrics | 2001-08-17 | Paper |
Benchmark priors for Bayesian model averaging. Journal of Econometrics | 2001-01-01 | Paper |
BAYESIAN REGRESSION ANALYSIS WITH SCALE MIXTURES OF NORMALS Econometric Theory | 2000-06-05 | Paper |
Reference priors for non-normal two-sample problems Test | 2000-03-19 | Paper |
Posterior analysis of stochastic frontier models using Gibbs sampling Computational Statistics | 2000-03-02 | Paper |
Classical and Bayesian Inference Robustness in Multivariate Regression Models Journal of the American Statistical Association | 1999-05-26 | Paper |
On Bayesian Modeling of Fat Tails and Skewness Journal of the American Statistical Association | 1999-04-26 | Paper |
Multivariate Student-t regression models: Pitfalls and inference Biometrika | 1999-01-01 | Paper |
Reference priors for the general location-scale model Statistics & Probability Letters | 1999-01-01 | Paper |
Bayesian analysis of stochastic volatility models with flexible tails Econometric Reviews | 1998-08-20 | Paper |
On the use of panel data in stochastic frontier models with improper priors Journal of Econometrics | 1998-01-04 | Paper |
Bayesian efficiency analysis through individual effects: Hospital cost frontiers Journal of Econometrics | 1997-12-15 | Paper |
Bayesian analysis of long memory and persistence using ARFIMA models Journal of Econometrics | 1997-11-04 | Paper |
Modeling and Inference with v-Spherical Distributions Journal of the American Statistical Association | 1997-08-11 | Paper |
A Bayesian analysis of exogeneity in models pooling time-series and cross-sectional data Journal of Statistical Planning and Inference | 1996-07-18 | Paper |
Bayesian long-run prediction in time series models Journal of Econometrics | 1996-04-09 | Paper |
The continuous multivariate location-scale model revisited: A tale of robustness Biometrika | 1995-11-28 | Paper |
Stochastic frontier models. A Bayesian perspective Journal of Econometrics | 1994-06-05 | Paper |
Bayesian marginal equivalence of elliptical regression models Journal of Econometrics | 1994-05-16 | Paper |
| scientific article; zbMATH DE number 445347 (Why is no real title available?) | 1994-01-09 | Paper |
Robust Bayesian inference in elliptical regression models Journal of Econometrics | 1993-11-24 | Paper |
A Bayesian note on competing correlation structures in the dynamic linear regression model Economics Letters | 1993-08-30 | Paper |
Posterior inference on the degrees of freedom parameter in multivariate- \(t\) regression models Economics Letters | 1992-09-26 | Paper |
A Bayesian analysis of simultaneous equation models by combining recursive analytical and numerical approaches Journal of Econometrics | 1991-01-01 | Paper |
Exclusion restrictions in instrumental variables equations Econometric Reviews | 1990-01-01 | Paper |