The following pages link to (Q5726065):
Displayed 50 items.
- A Bayesian approach to multivariate and conditional calibration (Q673456) (← links)
- Probability distributions of thermodynamic intensive variables (Q803682) (← links)
- Model selection and parameter estimation for ion channel recordings with an application to the \(K^{+}\) outward-rectifier in barley leaf (Q814949) (← links)
- Conditional probability and defeasible inference (Q815009) (← links)
- Distributional properties for the generalized \(p\)-value for the Behrens-Fisher problem (Q870313) (← links)
- Bayesian prediction based on a class of shrinkage priors for location-scale models (Q878182) (← links)
- Some approaches to pattern recognition problems (Q941192) (← links)
- Stochastic relations and the problem of prior in the principle of maximum entropy (Q941635) (← links)
- Constraining bouncing cosmology caused by the Casimir effect (Q944460) (← links)
- Bayesian variable window scan statistics (Q947258) (← links)
- Automatic monitoring and intervention in multivariate dynamic linear models (Q957022) (← links)
- A weakly informative default prior distribution for logistic and other regression models (Q999667) (← links)
- Is victimization chronic? A Bayesian analysis of multinomial missing data (Q1064722) (← links)
- Bayes modal estimation in item response models (Q1078966) (← links)
- A comparison of three point estimators for \(P(Y<X)\) in the normal case (Q1084824) (← links)
- Bayesian estimation of the parameters and reliability function of a mixture of Weibull life distributions (Q1091068) (← links)
- Bayesian approach to thermostatistics (Q1103316) (← links)
- Approximate Bayesian estimates for the Weibull reliability function and hazard rate from censored data (Q1106603) (← links)
- Estimateurs efficaces et densités bayésiennes impropres. (Efficient estimators and improper Bayesian densities) (Q1117625) (← links)
- Default Bayesian analysis of the Behrens-Fisher problem (Q1125534) (← links)
- On priors and Bayes factors (Q1126467) (← links)
- Modeling publication bias using weighted distributions in a Bayesian framework. (Q1128453) (← links)
- Approximating the Bayes factor (Q1129425) (← links)
- Ignorance prior distribution of a hyperparameter and Stein's estimator (Q1149706) (← links)
- A comparison of the information and posterior probability criteria for model selection (Q1151212) (← links)
- A critique of Jaynes' maximum entropy principle (Q1158131) (← links)
- A Bayesian approach to retrospective identification of change-points (Q1168033) (← links)
- An intransitive expectations-based Bayesian variant of prospect theory (Q1187967) (← links)
- Inductive reasoning and Kolmogorov complexity (Q1190991) (← links)
- Approximation of Bayesian posterior densities in the heteroskedastic error regression model (Q1192999) (← links)
- Logic of likelihood (Q1200400) (← links)
- Handling spuriosity in the Kalman filter (Q1209702) (← links)
- Characterization of Matusita's measure of affinity (Q1219657) (← links)
- A note on the Bayesian estimation of Solow's distributed lag model (Q1228322) (← links)
- Some posterior distributions concerning normal samples with applications to analysis of variance model I problems (Q1229049) (← links)
- Some aspects of bivariate regression subject to linear constraints (Q1229530) (← links)
- On the complex analogue of Bayesian estimation of a multivariate regression model (Q1238383) (← links)
- The Neyman-Pearson theory as decision theory, and as inference theory; with a criticism of the Lindley-Savage argument for Bayesian theory (Q1244008) (← links)
- Bayesian estimation of a random coefficient model (Q1259125) (← links)
- Posterior simulation and Bayes factors in panel count data models (Q1298436) (← links)
- Failure-time prediction (Q1298697) (← links)
- Reference priors for prediction (Q1299366) (← links)
- Estimation and comparison of multiple change-point models (Q1305640) (← links)
- Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior (Q1305651) (← links)
- On obtaining invariant prior distributions (Q1314489) (← links)
- Identification of time-varying systems with abrupt parameter changes (Q1322810) (← links)
- Jeffreys' prior is asymptotically least favorable under entropy risk (Q1333128) (← links)
- Robust Bayesian hypothesis testing in the presence of nuisance parameters (Q1333150) (← links)
- Inferential distributions for non-Bayesian predictive fit (Q1335360) (← links)
- Jeffreys' prior for logit models (Q1341181) (← links)