Bayesian inference for the hazard term structure with functional predictors using Bayesian predictive information criteria

Computational Statistics and Data Analysis

Volumn 53, Issue 6, 2009, Pages 1925-1939

  Ando, Tomohiro ^a  

^a KEIO UNIVERSITY   (Japan)

Author keywords

[No Author keywords available]

Indexed keywords

HAZARDS; INFERENCE ENGINES; LEARNING ALGORITHMS;

BAYESIAN; BAYESIAN INFERENCES; BAYESIAN METHODS; ECONOMIC CONDITIONS; ESTIMATED MODELS; FINANCIAL STATEMENTS; FUNCTIONAL DATA ANALYSIS; HAZARD FUNCTIONS; JAPANESE FIRMS; MARKOV-CHAIN MONTE CARLO; MODEL PARAMETERS; PREDICTIVE INFORMATION CRITERIONS; PREDICTIVE INFORMATIONS; PREDICTIVE POWER; STOCK EXCHANGES; STOCK PRICES; TERM STRUCTURES; TIME-VARYING PARAMETERS;

BAYESIAN NETWORKS;

EID: 61549125754     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2007.12.014     Document Type: Article

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