| Publication | Date of Publication | Type |
|---|
Modeling the Conditional Distribution of Daily Stock Index Returns: An Alternative Bayesian Semiparametric Model Journal of Business and Economic Statistics | 2025-01-20 | Paper |
Augmented simulation methods for discrete stochastic optimization with recourse Annals of Operations Research | 2023-01-23 | Paper |
Bayesian estimation of electricity price risk with a multi-factor mixture of densities Quantitative Finance | 2022-07-22 | Paper |
Bayesian estimation of the Cox model under different hazard rate shape assumptions via slice sampling Journal of Applied Statistics | 2022-02-23 | Paper |
On a transform for modeling skewness Brazilian Journal of Probability and Statistics | 2021-10-11 | Paper |
scientific article; zbMATH DE number 7255058 (Why is no real title available?) (available as arXiv preprint) | 2020-10-05 | Paper |
| scientific article; zbMATH DE number 7255058 (Why is no real title available?) | 2020-10-05 | Paper |
Bayesian failure-rate modeling and preventive maintenance optimization European Journal of Operational Research | 2017-12-06 | Paper |
Bayesian mode regression using mixtures of triangular densities Journal of Econometrics | 2017-03-10 | Paper |
Nonparametric function estimation subject to monotonicity, convexity and other shape constraints Journal of Econometrics | 2016-08-10 | Paper |
A note on the e-a histogram Statistics & Probability Letters | 2015-11-23 | Paper |
Prior distributions on symmetric groups Psychometrika | 2015-03-05 | Paper |
Decision dependent stochastic processes European Journal of Operational Research | 2015-02-03 | Paper |
Bayesian shape analysis of the complex Bingham distribution Journal of Statistical Planning and Inference | 2014-05-05 | Paper |
A new class of Bayesian semi-parametric models with applications to option pricing Quantitative Finance | 2014-02-20 | Paper |
Predictive Macro-Finance With Dynamic Partition Models Journal of the American Statistical Association | 2011-10-28 | Paper |
Sampling some truncated distributions via rejection algorithms Communications in Statistics. Simulation and Computation | 2010-09-17 | Paper |
On Priors With a Kullback–Leibler Property Journal of the American Statistical Association | 2007-08-20 | Paper |
Computations via Auxiliary Random Functions for Survival Models Scandinavian Journal of Statistics | 2006-12-08 | Paper |
Conjugacy Class Prior Distributions on Metric-Based Ranking Models Journal of the Royal Statistical Society Series B: Statistical Methodology | 2005-04-11 | Paper |
A Bayesian Non‐parametric Comparison of Two Treatments Scandinavian Journal of Statistics | 2003-08-07 | Paper |
Bayesian Nonparametric Inference for Random Distributions and Related Functions Journal of the Royal Statistical Society Series B: Statistical Methodology | 2002-04-25 | Paper |
Characterizations, stochastic equations, and the Gibbs sampler Journal of Applied Probability | 2001-01-29 | Paper |
| scientific article; zbMATH DE number 1219015 (Why is no real title available?) | 2000-11-13 | Paper |
Miscellanea. Representations of Levy processes without Gaussian components Biometrika | 2000-01-01 | Paper |
A Full Bayesian Non‐parametric Analysis Involving a Neutral to the Right Process Scandinavian Journal of Statistics | 1999-11-23 | Paper |
A full bayesian analysis of circular data using the von mises distribution The Canadian Journal of Statistics | 1999-10-04 | Paper |
Gibbs Sampling for Bayesian Non-Conjugate and Hierarchical Models by Using Auxiliary Variables Journal of the Royal Statistical Society Series B: Statistical Methodology | 1999-04-13 | Paper |
A Bayesian bivariate failure time regression model. Computational Statistics and Data Analysis | 1999-01-12 | Paper |
Bayesian estimation of unimodal distributions Communications in Statistics: Theory and Methods | 1998-11-12 | Paper |
| scientific article; zbMATH DE number 1219013 (Why is no real title available?) | 1998-11-03 | Paper |
| scientific article; zbMATH DE number 922423 (Why is no real title available?) | 1996-11-06 | Paper |
| scientific article; zbMATH DE number 795294 (Why is no real title available?) | 1995-11-29 | Paper |