scientific article; zbMATH DE number 3189754

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Bayesian testing for non-linearity in volatility modeling
Bayes factor estimation for nonlinear dynamic state space models
Weibull inference using trimmed samples and prior information
Integral equation solutions as prior distributions for Bayesian model selection
On Bayesian principal component analysis
Bayesian \(R\)-estimates in two-sample location models
A global chance-constraint for stochastic inventory systems under service level constraints
The Bayes factor for inequality and about equality constrained models
The formal definition of reference priors
Bayesian multiple comparisons of simply ordered means using priors with a point mass
How and how not to make predictions with temporal Copernicanism
Is victimization chronic? A Bayesian analysis of multinomial missing data
Bayes modal estimation in item response models
A comparison of three point estimators for \(P(Y<X)\) in the normal case
Bayesian estimation of the parameters and reliability function of a mixture of Weibull life distributions
Bayesian approach to thermostatistics
Approximate Bayesian estimates for the Weibull reliability function and hazard rate from censored data
Estimateurs efficaces et densités bayésiennes impropres. (Efficient estimators and improper Bayesian densities)
Default Bayesian analysis of the Behrens-Fisher problem
On priors and Bayes factors
Modeling publication bias using weighted distributions in a Bayesian framework.
Approximating the Bayes factor
Ignorance prior distribution of a hyperparameter and Stein's estimator
A comparison of the information and posterior probability criteria for model selection
A critique of Jaynes' maximum entropy principle
A Bayesian approach to retrospective identification of change-points
Bayes factors for testing order-constrained hypotheses on correlations
Bayesian tests on components of the compound symmetry covariance matrix
Bayes factor testing of equality and order constraints on measures of association in social research
An intransitive expectations-based Bayesian variant of prospect theory
Inductive reasoning and Kolmogorov complexity
Approximation of Bayesian posterior densities in the heteroskedastic error regression model
Logic of likelihood
Handling spuriosity in the Kalman filter
Characterization of Matusita's measure of affinity
A note on the Bayesian estimation of Solow's distributed lag model
Some posterior distributions concerning normal samples with applications to analysis of variance model I problems
Some aspects of bivariate regression subject to linear constraints
On the complex analogue of Bayesian estimation of a multivariate regression model
The Neyman-Pearson theory as decision theory, and as inference theory; with a criticism of the Lindley-Savage argument for Bayesian theory
Bayesian estimation of a random coefficient model
Posterior simulation and Bayes factors in panel count data models
Failure-time prediction
Reference priors for prediction
Estimation and comparison of multiple change-point models
Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior
On obtaining invariant prior distributions
Identification of time-varying systems with abrupt parameter changes
Jeffreys' prior is asymptotically least favorable under entropy risk
Robust Bayesian hypothesis testing in the presence of nuisance parameters
Inferential distributions for non-Bayesian predictive fit
Jeffreys' prior for logit models
A Bayesian approach to the multivariate Behrens-Fisher problem under the assumption of proportional covariance matrices
A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model
Analysis of multisample identified and non-identified structural equation models with stochastic constraints
Optimal estimating functions, quasi-likelihood and statistical modelling
Bayesian analysis of compound loss distributions
A note on noninformative priors for Weibull distributions.
Exponential and Bayesian conjugate families: Review and extensions. (With discussion)
Overdispersed generalized linear models
F-test for seasonal differencing with a break-point
Robust multiple confidence intervals for contrasts
Quantifying uncertainty in transdimensional Markov chain Monte Carlo using discrete Markov models
Probability and logic.
Bayesian analysis of vector-autoregressive models with noninformative priors.
Empirical Bayesian analysis of the Poisson intervention and incidence parameters.
On estimating exponential parameters with general type II progressive censoring.
The 22 table: A discussion from a Bayesian viewpoint.
Integrated likelihood methods for eliminating nuisance parameters. (With comments and a rejoinder).
Could Fisher, Jeffreys and Neyman have agreed on testing? (With comments and a rejoinder).
Bayesian inference from type II doubly censored Rayleigh data
Robust Bayesian displays for standard inferences concerning a normal mean
Default Bayes factors for generalized linear models.
Noninformative priors for multivariate linear calibration
Exact small-sample inference in stationary, fully regular, dynamic demand models
Applying MDL to learn best model granularity
Testing for integration using evolving trend and seasonals models: A Bayesian approach.
Nonsubjective Bayes testing -- an overview
Implicative analysis for multivariate binary data using an imprecise Dirichlet model
Some connections between Bayesian and non-Bayesian methods for regression model selection
A Bayesian approach to estimate the failure time distribution of a log-logistic degradation model
Prior adjusted default Bayes factors for testing (in)equality constrained hypotheses
Bayesian analysis of tail asymmetry based on a threshold extreme value model
Multivariate Wishart stochastic volatility and changes in regime
A defence of subjective fiducial inference
A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density
On the use of Cauchy prior distributions for Bayesian logistic regression
Prior distributions for objective Bayesian analysis
Optimal Bayesian minimax rates for unconstrained large covariance matrices
Objective Bayesian inference for the intraclass correlation coefficient in linear models
A group analysis using the multiregression dynamic models for fMRI networked time series
DSGE pileups
Monetary policy shocks: we got news!
Objective Bayesian analysis of JM model in software reliability
Bayesian estimation of the tail index of a heavy tailed distribution under random censoring
Frequentist nonparametric goodness-of-fit tests via marginal likelihood ratios
Clustering sparse binary data with hierarchical Bayesian Bernoulli mixture model
A family of the information criteria using the phi-divergence for categorical data
Estimating large covariance matrix with network topology for high-dimensional biomedical data
Model-reduction techniques for Bayesian finite element model updating using dynamic response data

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