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CSDA
2007
104views more  CSDA 2007»
13 years 11 months ago
Archimedean copula estimation using Bayesian splines smoothing techniques
Copulas enable to specify multivariate distributions with given marginals.Various parametric proposals were made in the literature for these quantities, mainly in the bivariate ca...
Philippe Lambert
CSDA
2007
123views more  CSDA 2007»
13 years 11 months ago
Bayesian estimation of unrestricted and order-restricted association models for a two-way contingency table
In two-way contingency tables analysis, a popular class of models for describing the structure of the association between the two categorical variables are the so-called “associ...
G. Iliopoulos, Maria Kateri, Ioannis Ntzoufras
CSDA
2007
98views more  CSDA 2007»
13 years 11 months ago
A new Bayes estimate of the change point in the hazard function
An efficient estimate for the change point in the hazard function is obtained. This is based on a Bayesian estimator which uses equations concerning the parameters of a recently ...
Durdu Sertkaya Karasoy, Cem Kadilar
CSDA
2007
85views more  CSDA 2007»
13 years 11 months ago
Markov models for digraph panel data: Monte Carlo-based derivative estimation
A parametric, continuous-time Markov model for digraph panel data is considered. The parameter is estimated by the method of moments. A convenient method for estimating the varian...
Michael Schweinberger, Tom A. B. Snijders
CSDA
2007
106views more  CSDA 2007»
13 years 11 months ago
Parsimonious additive models
A new method for function estimation and variable selection, specifically designed for additive models fitted by cubic splines is proposed.This new method involves regularizing ...
Marta Avalos, Yves Grandvalet, Christophe Ambroise
CSDA
2007
86views more  CSDA 2007»
13 years 11 months ago
A convenient way of generating gamma random variables using generalized exponential distribution
In this paper we propose a very convenient way to generate gamma random variables using generalized exponential distribution, when the shape parameter lies between 0
Debasis Kundu, Rameshwar D. Gupta
CSDA
2007
202views more  CSDA 2007»
13 years 11 months ago
Bayesian estimation of the Gaussian mixture GARCH model
In this paper, we perform Bayesian inference and prediction for a GARCH model where the innovations are assumed to follow a mixture of two Gaussian distributions. This GARCH model...
María Concepción Ausín, Pedro...
CSDA
2007
82views more  CSDA 2007»
13 years 11 months ago
On hybrid methods of inverse regression-based algorithms
Li-Xing Zhu, Megu Ohtaki, Yingxing Li
CSDA
2007
65views more  CSDA 2007»
13 years 11 months ago
Multivariate mixed normal conditional heteroskedasticity
L. Bauwens, C. M. Hafner, Jeroen V. K. Rombouts