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Volumn 21, Issue 1, 2003, Pages 12-18

Nonparametric applications of Bayesian inference

Author keywords

Bayesian inference; Dirichlet distributions; Nonparametric models; Semiparametric models

Indexed keywords


EID: 0037240164     PISSN: 07350015     EISSN: None     Source Type: Journal    
DOI: 10.1198/073500102288618711     Document Type: Article
Times cited : (86)

References (14)
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  • 2
    • 0039179796 scopus 로고    scopus 로고
    • Investing for the long run when returns are predictable
    • Barberis, N. (2000), "Investing for the Long Run when Returns are Predictable," Journal of Finance, 55, 225-264.
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    • Barberis, N.1
  • 5
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    • A bayesian analysis of some nonparametric problems
    • Ferguson, T. (1973), "A Bayesian Analysis of Some Nonparametric Problems," The Annals of Statistics, 1, 209-230.
    • (1973) The Annals of Statistics , vol.1 , pp. 209-230
    • Ferguson, T.1
  • 6
    • 0000780135 scopus 로고
    • Prior distributions on spaces of probability measures
    • Ferguson, T. (1974), "Prior Distributions on Spaces of Probability Measures," The Annals of Statistics, 2, 615-629.
    • (1974) The Annals of Statistics , vol.2 , pp. 615-629
    • Ferguson, T.1
  • 7
    • 0036214583 scopus 로고    scopus 로고
    • Semiparametric bayesian inference in autoregressive panel data models
    • Hirano, K. (2002), "Semiparametric Bayesian Inference in Autoregressive Panel Data Models," Econometrica, 70, 781-800.
    • (2002) Econometrica , vol.70 , pp. 781-800
    • Hirano, K.1
  • 8
    • 0040898734 scopus 로고    scopus 로고
    • On the predictability of stock returns: An asset-allocation perspective
    • Kandel, S., and Stambaugh, R. (1996), "On the Predictability of Stock Returns: An Asset-Allocation Perspective," Journal of Finance, 51, 385-424.
    • (1996) Journal of Finance , vol.51 , pp. 385-424
    • Kandel, S.1    Stambaugh, R.2
  • 9
    • 0000273843 scopus 로고
    • Regression quantiles
    • Koenker, R., and Bassett, G. (1978), "Regression Quantiles," Econometrica, 46, 33-50.
    • (1978) Econometrica , vol.46 , pp. 33-50
    • Koenker, R.1    Bassett, G.2
  • 10
    • 0000432092 scopus 로고
    • Robust tests for heteroscedasticity based on regression quantiles
    • Koenker, R., and Bassett, G. (1982), "Robust Tests for Heteroscedasticity Based on Regression Quantiles," Econometrica, 50, 43-61.
    • (1982) Econometrica , vol.50 , pp. 43-61
    • Koenker, R.1    Bassett, G.2
  • 12
    • 0029312037 scopus 로고
    • Workers' compensation and injury duration: Evidence from a natural experiment
    • Meyer, B., Viscusi, W. K., and Durbin, D. (1995), "Workers' Compensation and Injury Duration: Evidence From a Natural Experiment," American Economic Review, 85, 322-340.
    • (1995) American Economic Review , vol.85 , pp. 322-340
    • Meyer, B.1    Viscusi, W.K.2    Durbin, D.3
  • 13
    • 0003130257 scopus 로고
    • Hierarchical modelling of consumer heterogeneity: An application to target marketing
    • Case Studies in Bayesian Statistics (Vol. II), eds. C. Gatsonis, J. Hodges, R. Kass, and N. Singpurwalla, New York: Springer-Verlag
    • Rossi, P., McCulloch, R., and Allenby, G. (1995), "Hierarchical Modelling of Consumer Heterogeneity: An Application to Target Marketing," in Case Studies in Bayesian Statistics (Vol. II), Lecture Notes in Statistics, 105, eds. C. Gatsonis, J. Hodges, R. Kass, and N. Singpurwalla, New York: Springer-Verlag, 323-349.
    • (1995) Lecture Notes in Statistics , vol.105 , pp. 323-349
    • Rossi, P.1    McCulloch, R.2    Allenby, G.3
  • 14
    • 0000135972 scopus 로고
    • The bayesian bootstrap
    • Rubin, D. (1981), "The Bayesian Bootstrap," The Annals of Statistics, 9, 130-134.
    • (1981) The Annals of Statistics , vol.9 , pp. 130-134
    • Rubin, D.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.