Pages that link to "Item:Q4808069"

The following pages link to Marginal Likelihood From the Metropolis–Hastings Output (Q4808069):

Displaying 50 items.

• Bayesian tests on components of the compound symmetry covariance matrix (Q118338) (← links)
• Modeling individual migraine severity with autoregressive ordered probit models (Q261572) (← links)
• Analysis of high dimensional multivariate stochastic volatility models (Q278181) (← links)
• Bayesian analysis of a Tobit quantile regression model (Q278500) (← links)
• An adaptive scheduling scheme for calculating Bayes factors with thermodynamic integration using Simpson's rule (Q294241) (← links)
• Analysis of treatment response data from eligibility designs (Q295408) (← links)
• Methods for inference in large multiple-equation Markov-switching models (Q299218) (← links)
• Bayesian parameter estimation and model selection for strongly nonlinear dynamical systems (Q330721) (← links)
• Computational tools for comparing asymmetric GARCH models via Bayes factors (Q419441) (← links)
• Stochastic volatility with leverage: fast and efficient likelihood inference (Q451250) (← links)
• Modeling and calculating the effect of treatment at baseline from panel outcomes (Q451275) (← links)
• A Bayesian approach to model-based clustering for binary panel probit models (Q452570) (← links)
• A space-time filter for panel data models containing random effects (Q452617) (← links)
• Bayesian testing of restrictions on vector autoregressive models (Q453023) (← links)
• Flexible distributed lag models using random functions with application to estimating mortality displacement from heat-related deaths (Q484653) (← links)
• A Bayesian chi-squared test for hypothesis testing (Q496143) (← links)
• Information acquisition and/or bid preparation: a structural analysis of entry and bidding in timber sale auctions (Q527906) (← links)
• Variable selection and functional form uncertainty in cross-country growth regressions (Q528109) (← links)
• Additive cubic spline regression with Dirichlet process mixture errors (Q530952) (← links)
• Generalized extreme value regression for binary response data: an application to B2B electronic payments system adoption (Q542965) (← links)
• Stochastic volatility in mean models with scale mixtures of normal distributions and correlated errors: a Bayesian approach (Q629128) (← links)
• An efficient stochastic simulation algorithm for Bayesian unit root testing in stochastic volatility models (Q630100) (← links)
• Bayesian inference for the proportion of true null hypotheses using minimum Hellinger distance (Q665031) (← links)
• Improved cross-entropy method for estimation (Q693334) (← links)
• Bayesian methods for analysis and adaptive scheduling of exoplanet observations (Q713926) (← links)
• Detecting non-binomial sex allocation when developmental mortality operates (Q727144) (← links)
• Skew exponential power stochastic volatility model for analysis of skewness, non-normal tails, quantiles and expectiles (Q736574) (← links)
• A flexible approach to parametric inference in nonlinear and time varying time series models (Q736695) (← links)
• Bayesian estimation of an extended local scale stochastic volatility model (Q737916) (← links)
• Bayesian hypothesis testing in latent variable models (Q738117) (← links)
• Variational approximation for heteroscedastic linear models and matching pursuit algorithms (Q746230) (← links)
• A comparison of Bayesian model selection based on MCMC with an application to GARCH-type models (Q849878) (← links)
• Classification in segmented regression problems (Q901624) (← links)
• Bayesian hierarchical classes analysis (Q946674) (← links)
• Drug risk assessment with determining the number of sub-populations under finite mixture normal models (Q956969) (← links)
• Comparing stochastic volatility models through Monte Carlo simulations (Q959262) (← links)
• Leverage, heavy-tails and correlated jumps in stochastic volatility models (Q961427) (← links)
• Estimating stochastic volatility models using daily returns and realized volatility simultaneously (Q961439) (← links)
• Nonignorable dropout models for longitudinal binary data with random effects: an application of Monte Carlo approximation through the Gibbs output (Q961962) (← links)
• Technology shocks and aggregate fluctuations in an estimated hybrid RBC model (Q975889) (← links)
• Bayesian meta-analysis for identifying periodically expressed genes in fission yeast cell cycle (Q993270) (← links)
• Multivariate time series modeling and classification via hierarchical VAR mixtures (Q1010492) (← links)
• Bayesian likelihood robustness in linear models (Q1015863) (← links)
• Bayesian inference in non-homogeneous Markov mixtures of periodic autoregressions with state-dependent exogenous variables (Q1023565) (← links)
• Marginal likelihoods for non-Gaussian models using auxiliary mixture sampling (Q1023812) (← links)
• On Bayesian estimation and model comparison of an integrated structural equation model (Q1023842) (← links)
• Comparison between a measurement error model and a linear model without measurement error (Q1023930) (← links)
• Bayesian analysis of stochastic volatility models with mixture-of-normal distributions (Q1025340) (← links)
• On a generalization of the Laplace approximation (Q1026338) (← links)
• Simplified specifications of a multivariate generalized autoregressive conditional heteroscedasticity model (Q1037795) (← links)