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Volumn 44, Issue 2, 2002, Pages 155-168

Bayesian variable selection in logistic regression: Predicting company earnings direction

Author keywords

Slice sampler; Stepwise regression

Indexed keywords


EID: 0036000545     PISSN: 13691473     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-842X.00218     Document Type: Article
Times cited : (13)

References (15)
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  • 5
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    • Conditional prior proposals in dynamic modes
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    • Knorr-Held, L.1
  • 6
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    • Estimating B ayes factors via posterior simulation with the Laplace-Metropolis estimator
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  • 7
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    • Madigan, D.1    Raftery, A.2
  • 8
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    • Efficiency and convergence properties of slice samplers
    • Mira, A. & Tierney, L. (2002). Efficiency and convergence properties of slice samplers. Scand. J. Statist. 29, 1-12.
    • (2002) Scand. J. Statist. , vol.29 , pp. 1-12
    • Mira, A.1    Tierney, L.2
  • 9
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    • Bayesian variable selection in linear regression (with discussion)
    • Mitchell, T. & Beauchamp, J. (1988). Bayesian variable selection in linear regression (with discussion). J. Amer. Statist. Assoc. 83, 1023-1036.
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  • 10
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    • Financial statement analysis and the prediction of stock returns
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  • 11
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  • 12
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    • Convergence of slice sampler Markov chains
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  • 13
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    • Nonparametric regression using Bayesian variable selection
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.