Bayesian inference for the hazard term structure with functional predictors using Bayesian predictive information criteria

DOI10.1016/J.CSDA.2007.12.014MaRDI QIDQ961386zbMATH OpenOpenAlexFDO

Authors Tomohiro Ando

Publication date 30 March 2010

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2007.12.014

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Applications of statistics to economics (62P20)

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Cites work

• scientific article; zbMATH DE number 48304 (Why is no real title available?)
• scientific article; zbMATH DE number 700016 (Why is no real title available?)
• scientific article; zbMATH DE number 3385132 (Why is no real title available?)
• A practical guide to splines
• Analysis of Correlated ROC Areas in Diagnostic Testing
• Bayesian Information Criterion for Censored Survival Models
• Bayesian analysis of duration models: An application to Chapter 11 bankruptcy
• Bayesian information criteria and smoothing parameter selection in radial basis function networks
• Bayesian predictive information criterion for the evaluation of hierarchical Bayesian and empirical Bayes models
• Equation of state calculations by fast computing machines
• Flexible smoothing with B-splines and penalties. With comments and a rejoinder by the authors
• Functional data analysis
• Functional data analysis in electronic commerce research
• Generalised information criteria in model selection
• Monte Carlo sampling methods using Markov chains and their applications
• Nonlinear regression modeling via regularized radial basis function networks

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• fda (R)

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