The following pages link to Kuo-Jung Lee (Q659145):
Displaying 13 items.
- Estimating value at risk of portfolio by conditional copula-GARCH method (Q659148) (← links)
- Erratum to ``Estimating value at risk of portfolio by conditional copula-GARCH method'' (Q659247) (← links)
- Variable selection in finite mixture of regression models with an unknown number of components (Q830075) (← links)
- Spatial Bayesian variable selection models on functional magnetic resonance imaging time-series data (Q899050) (← links)
- Bayesian variable selection for finite mixture model of linear regressions (Q1659475) (← links)
- (Q1781524) (redirect page) (← links)
- Bayesian analysis of Box--Cox transformed linear mixed models with ARMA(\(p\),\(q\)) dependence (Q1781526) (← links)
- On the determinants of the 2008 financial crisis: a Bayesian approach to the selection of groups and variables (Q2691728) (← links)
- Bayesian variable selection in a finite mixture of linear mixed-effects models (Q5107465) (← links)
- Effect of share collateralization by directors/supervisors on control rights, risk, and performance: application to the Taiwan market (Q5884382) (← links)
- Robust probit linear mixed models for longitudinal binary data (Q6068836) (← links)
- Multivariate probit linear mixed models for multivariate longitudinal binary data (Q6618443) (← links)
- Determination of correlations in multivariate longitudinal data with modified Cholesky and hypersphere decomposition using Bayesian variable selection approach (Q6627941) (← links)
