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CSDA
2007
159views more  CSDA 2007»
13 years 8 months ago
Multivariate out-of-sample tests for Granger causality
A time series is said to Granger cause another series if it has incremental predictive power when forecasting it. While Granger causality tests have been studied extensively in th...
Sarah Gelper, Christophe Croux
CSDA
2007
134views more  CSDA 2007»
13 years 8 months ago
Variational approximations in Bayesian model selection for finite mixture distributions
Variational methods for model comparison have become popular in the neural computing/machine learning literature. In this paper we explore their application to the Bayesian analys...
Clare A. McGrory, D. M. Titterington
CSDA
2007
148views more  CSDA 2007»
13 years 8 months ago
Classifying densities using functional regression trees: Applications in oceanology
The problem of building a regression tree is considered when the response variable is a probability density function. Splitting criteria which are well adapted to measure the diss...
David Nerini, Badih Ghattas
CSDA
2007
109views more  CSDA 2007»
13 years 8 months ago
Improving the computation of censored quantile regressions
Abstract. Censored quantile regressions (CQR) are a valuable tool in economics and engineering. The computation of estimators is highly complex and the performance of standard meth...
Bernd Fitzenberger, Peter Winker
CSDA
2007
110views more  CSDA 2007»
13 years 8 months ago
Bayesian modelling strategies for spatially varying regression coefficients: A multivariate perspective for multiple outcomes
This paper considers modelling spatially varying regression effects for multivariate mortality count outcomes. Alternative approaches to spatial regression heterogeneity are consi...
P. Congdon