The following pages link to (Q4875327):
Displaying 36 items.
- On probabilistic parametric inference (Q451197) (← links)
- Bayesian estimation of regression parameters in elliptical measurement error models (Q553097) (← links)
- Generalized Laguerre expansions of multivariate probability densities with moments (Q623152) (← links)
- Bayesian analysis of correlated misclassified binary data (Q957287) (← links)
- Data analysis using regression models with missing observations and long-memory: an application study (Q959290) (← links)
- Elicitation of multivariate prior distributions: a nonparametric Bayesian approach (Q963850) (← links)
- Bayesian sigmoid shrinkage with improper variance priors and an application to wavelet denois\-ing (Q1010462) (← links)
- Comparison between a measurement error model and a linear model without measurement error (Q1023930) (← links)
- Bayes factors and hierarchical models (Q1298998) (← links)
- On the use of panel data in stochastic frontier models with improper priors (Q1362063) (← links)
- Nonlinear and non-Gaussian state-space modeling with Monte Carlo simulations (Q1377315) (← links)
- A Bayesian design criterion for locating the optimum point on a response surface. (Q1423119) (← links)
- Noninformative priors for one-parameter item response models (Q1578225) (← links)
- Bayesian enhanced strategic decision making for reliability (Q1600960) (← links)
- Sensitivity of optimal replacement policies to lifetime parameter estimates (Q1754169) (← links)
- Testing equality of regression coefficients in heteroscedastic normal regression models (Q1776858) (← links)
- Bayesian inference for some Lanchester combat laws. (Q1810500) (← links)
- Predictivistic characterizations of multivariate Student-\(t\) models (Q1810702) (← links)
- Bayesian measures of surprise for outlier detection (Q1869076) (← links)
- A Gibbs sampling scheme to the product partition model: an application to change-point problems (Q1869917) (← links)
- Invariant Bayesian inference in regression models that is robust against the Jeffreys-Lindley's paradox (Q1886282) (← links)
- Bayesian comparison of bivariate ARCH-type models for the main exchange rates in Poland (Q1886291) (← links)
- On the foundations of likelihood principle (Q1888302) (← links)
- Joint genome-wide prediction in several populations accounting for randomness of genotypes: a hierarchical Bayes approach. II: Multivariate spike and slab priors for marker effects and derivation of approximate Bayes and fractional Bayes factors for the c (Q2399628) (← links)
- Bayesian robustness under a skew-normal class of prior distribution (Q2447778) (← links)
- Numerical method for estimating multivariate conditional distributions (Q2488388) (← links)
- Objective Bayesian model choice for non-nested families: the case of the Poisson and the negative binomial (Q2666042) (← links)
- Markov Chain Monte Carlo methods for handling missing covariates in longitudinal mixed models (Q3297992) (← links)
- (Q4365258) (← links)
- Influential Observations in the Functional Measurement Error Model (Q5123356) (← links)
- A discussion of parameter and model uncertainty in insurance (Q5938033) (← links)
- Estimation of unknown parameters in nonlinear and non-Gaussian state-space models (Q5939947) (← links)
- Consistent fractional Bayes factor for nested normal linear models (Q5945261) (← links)
- Bayesian benchmark dose analysis (Q6139156) (← links)
- Expansions for posterior distributions (Q6155653) (← links)
- Bernoulli's golden theorem in retrospect: error probabilities and trustworthy evidence (Q6180160) (← links)
