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

DOI10.1016/J.CSDA.2007.12.014zbMATH Open1453.62026OpenAlexW1977935635MaRDI QIDQ961386FDOQ961386

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

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Mathematics Subject Classification ID

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

Cites Work

• Functional data analysis
• Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Monte Carlo sampling methods using Markov chains and their applications
• A practical guide to splines
• Equation of state calculations by fast computing machines
• Bayesian predictive information criterion for the evaluation of hierarchical Bayesian and empirical Bayes models
• Bayesian Information Criterion for Censored Survival Models
• Bayesian information criteria and smoothing parameter selection in radial basis function networks
• Generalised information criteria in model selection
• Nonlinear regression modeling via regularized radial basis function networks
• Functional data analysis in electronic commerce research
• Bayesian analysis of duration models: An application to Chapter 11 bankruptcy
• Analysis of Correlated ROC Areas in Diagnostic Testing

Uses Software

• fda (R)

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