| Publication | Date of Publication | Type |
|---|
Efficient MCMC estimation of some elliptical copula regression models through scale mixtures of normals
Applied Stochastic Models in Business and Industry | 2024-07-18 | Paper |
Analyzing return asymmetry and quantiles through stochastic volatility models using asymmetric Laplace error via uniform scale mixtures
Applied Stochastic Models in Business and Industry | 2024-07-18 | Paper |
An expectation conditional maximization Algorithm for the Skew-normal based stochastic frontier model
Computational Statistics | 2024-07-05 | Paper |
A new inverse extended Weibull distribution for modelling insurance loss data
International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems | 2024-03-13 | Paper |
Robust Bayesian analysis of loss reserving data using scale mixtures distributions
Journal of Applied Statistics | 2020-12-03 | Paper |
Assessing sectoral risk through skew-error capital asset pricing model: empirical evidence from Thai stock market
Econometrics of Risk | 2018-11-30 | Paper |
MODELLING INSURANCE LOSSES USING CONTAMINATED GENERALISED BETA TYPE-II DISTRIBUTION
ASTIN Bulletin | 2018-06-06 | Paper |
An application of Bayesian seemingly unrelated regression models with flexible tails
Springer Proceedings in Mathematics & Statistics | 2017-06-13 | Paper |
Bivariate asymmetric GARCH models with heavy tails and dynamic conditional correlations
Quantitative Finance | 2015-04-08 | Paper |
A generalized class of skew distributions and associated robust quantile regression models
The Canadian Journal of Statistics | 2015-02-25 | Paper |
Modeling electricity price using a threshold conditional autoregressive geometric process jump model
Communications in Statistics. Theory and Methods | 2014-08-18 | Paper |
Modelling stochastic volatility using generalized \(t\) distribution
Journal of Statistical Computation and Simulation | 2013-06-03 | Paper |
A Bayesian conditional autoregressive geometric process model for range data
Computational Statistics and Data Analysis | 2012-12-30 | Paper |
Stochastic volatility models with leverage and heavy-tailed distributions: a Bayesian approach using scale mixtures
Computational Statistics and Data Analysis | 2012-09-15 | Paper |
Bayesian student-t stochastic volatility models via scale mixtures
Bayesian Econometrics | 2010-06-30 | Paper |
Nonignorable dropout models for longitudinal binary data with random effects: an application of Monte Carlo approximation through the Gibbs output
Computational Statistics and Data Analysis | 2010-04-01 | Paper |
Estimation and inference for exponential smooth transition nonlinear volatility models
Journal of Statistical Planning and Inference | 2009-12-10 | Paper |
Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-t Distribution
ASTIN Bulletin | 2009-09-13 | Paper |
SCALE MIXTURES DISTRIBUTIONS IN STATISTICAL MODELLING
Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics | 2008-10-15 | Paper |
Bayesian analysis of constant elasticity of variance models
Applied Stochastic Models in Business and Industry | 2007-12-16 | Paper |
Scale Mixtures Distributions in Insurance Applications
ASTIN Bulletin | 2005-03-30 | Paper |
Optimal Bayesian sampling acceptance plan with random censoring.
European Journal of Operational Research | 2004-03-14 | Paper |
The extended exponential power distribution and Bayesian robustness.
Statistics & Probability Letters | 2004-02-14 | Paper |
Hierarchical models with scale mixtures of normal distributions
Test | 1998-06-25 | Paper |
scientific article; zbMATH DE number 1085998 (Why is no real title available?)
| 1997-11-13 | Paper |
