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  • Search: subject:"Bayesian Nonparametrics"
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Year of publication
Subject
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Bayesian nonparametrics 93 Bayesian inference 48 Bayes-Statistik 47 Nichtparametrisches Verfahren 45 Nonparametric statistics 45 Theorie 38 Theory 38 Bayesian Nonparametrics 27 Dirichlet process 13 Markov chain 13 Markov-Kette 13 Stochastic process 13 Stochastischer Prozess 13 Monte Carlo simulation 12 Monte-Carlo-Simulation 12 Completely random measures 11 Forecasting model 11 Prognoseverfahren 11 Estimation theory 10 Schätztheorie 10 Volatility 10 Volatilität 10 Dirichlet process mixture 9 Sampling 8 Statistical distribution 8 Statistische Verteilung 8 Stichprobenerhebung 8 MCMC 7 Posterior distribution 7 Probability theory 7 Wahrscheinlichkeitsrechnung 7 Artificial intelligence 6 Asymptotics 6 Künstliche Intelligenz 6 Time series analysis 6 Zeitreihenanalyse 6 ARCH model 5 ARCH-Modell 5 Altruism 5 Bayesian non-parametrics 5
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Online availability
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Free 75 Undetermined 38
Type of publication
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Book / Working Paper 86 Article 43
Type of publication (narrower categories)
All
Working Paper 38 Article in journal 28 Aufsatz in Zeitschrift 28 Graue Literatur 27 Non-commercial literature 27 Arbeitspapier 25 Thesis 2 Hochschulschrift 1
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Language
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English 93 Undetermined 36
Author
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Lijoi, Antonio 25 Prünster, Igor 20 Jensen, Mark J. 12 Casarin, Roberto 10 Favaro, Stefano 9 Maheu, John M. 9 Norets, Andriy 9 Bassetti, Federico 7 Epper, Thomas 7 Fehr, Ernst 7 Senn, Julien 7 Pelenis, Justinas 6 Jochmann, Markus 5 Mena, Ramsés H. 5 Walker, Stephen G. 5 Blasi, Pierpaolo De 4 Epifani, Ilenia 4 Leisen, Fabrizio 4 Ravazzolo, Francesco 4 Rousseau, Judith 4 Ansari, Asim 3 De Blasi, Pierpaolo 3 Dew, Ryan 3 Fisher, Mark 3 Galeano, Pedro 3 Hauzenberger, Niko 3 James, Lancelot F. 3 Muliere, Pietro 3 Nipoti, Bernardo 3 Pruenster, Igor 3 Rossini, Luca 3 Ascarza, Eva 2 Ausín, Concepción 2 Ausín, M. Concepción 2 Bhattacharjee, Arnab 2 Bhattacharjee, Madhuchhanda 2 Billio, Monica 2 Bulla, Paolo 2 Franzolini, Beatrice 2 Ghosh, Pulak 2
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Institution
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International Centre for Economic Research (ICER) 9 Collegio Carlo Alberto, Università degli Studi di Torino 8 Dipartimento di Scienze Economiche e Aziendali, Università degli Studi di Pavia 7 Université Paris-Dauphine (Paris IX) 4 Departamento de Estadistica, Universidad Carlos III de Madrid 2 Dipartimento di Economia, Università Ca' Foscari Venezia 2 Rimini Centre for Economic Analysis (RCEA) 2 University of Toronto, Department of Economics 2 Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 1 Economics Department, University of Strathclyde 1 Federal Reserve Bank of Atlanta 1 Norges Bank 1 School of Economics and Finance, University of St. Andrews 1 Scottish Institute for Research in Economics (SIRE) 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1 Westfälische Wilhelms-Universität Münster 1
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Published in...
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ICER Working Papers - Applied Mathematics Series 9 Carlo Alberto Notebooks 8 Working Paper 7 Carlo Alberto notebooks 6 Journal of econometrics 6 DEM Working Papers Series 5 Economics Papers from University Paris Dauphine 4 Quaderni di Dipartimento 4 Working papers 4 Computational Statistics & Data Analysis 3 Econometric reviews 3 Journal of marketing research 3 Discussion papers / CEPR 2 European journal of operational research : EJOR 2 Insurance / Mathematics & economics 2 Journal of Econometrics 2 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 2 Psychometrika 2 Quaderni del Dipartimento 2 Statistics and Econometrics Working Papers 2 Working Paper Series / Rimini Centre for Economic Analysis (RCEA) 2 Working Papers / Dipartimento di Economia, Università Ca' Foscari Venezia 2 Working Papers / University of Toronto, Department of Economics 2 Working paper series : paper ... 2 Working papers / Federal Reserve Bank of Atlanta 2 Annals of economics and statistics 1 Annals of the Institute of Statistical Mathematics 1 CESifo Working Paper 1 CESifo working papers 1 CORE discussion papers : DP 1 Discussion Paper Series, Department of Economics 1 Discussion paper series / IZA 1 Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics 1 Economics Series / Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 1 European Journal of Operational Research 1 FRB Atlanta Working Paper 1 Federal Reserve Bank of Cleveland working paper series 1 Frontiers of economics in China : selected publications from Chinese universities 1 IHS Economics Series 1 IHS economics series : working paper 1
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Source
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RePEc 58 ECONIS (ZBW) 56 EconStor 13 BASE 2
Showing 21 - 30 of 129
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Asymptotic behavior of the number of distinct values in a sample from the geometric stick-breaking process
De Blasi, Pierpaolo; Mena, Ramsés H.; Prünster, Igor - 2021
Persistent link: https://www.econbiz.de/10013329446
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Asymptotic behavior of the number of distinct values in a sample from the geometric stick-breaking process
De Blasi, Pierpaolo; Mena, Ramsés H.; Prünster, Igor - 2021
Persistent link: https://www.econbiz.de/10012514037
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Modeling contingent decision behavior : a Bayesian nonparametric preference-learning approach
Liu, Jiapeng; Kadziński, Miłosz; Liao, Xiuwu - In: INFORMS journal on computing : JOC ; charting new … 35 (2023) 4, pp. 764-785
Persistent link: https://www.econbiz.de/10014328073
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Hamiltonian sequential Monte Carlo with application to consumer choice behavior
Burda, Martin; Daviet, Remi - In: Econometric reviews 42 (2023) 1, pp. 54-77
Persistent link: https://www.econbiz.de/10014305438
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Survival analysis via hierarchically dependent mixture hazards
Camerlenghi, Federico; Lijoi, Antonio; Prünster, Igor - 2020
Persistent link: https://www.econbiz.de/10012297524
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A Bayesian nonparametric approach to option pricing
Qin, Zhang; Almeida, Caio - In: Revista Brasileira de Finanças : RBFin 18 (2020) 4, pp. 115-137
Persistent link: https://www.econbiz.de/10012437054
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Sampling hierarchies of discrete random structures
Lijoi, Antonio; Prünster, Igor; Rigon, Tommaso - 2020
Persistent link: https://www.econbiz.de/10012512412
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Bayesian nonparametric learning of how skill is distributed across the mutual fund industry
Fisher, Mark; Jensen, Mark J.; Tkac, Paula A. - 2019
In this paper, we use Bayesian nonparametric learning to estimate the skill of actively managed mutual funds and also to estimate the population distribution for this skill. A nonparametric hierarchical prior, where the hyperprior distribution is unknown and modeled with a Dirichlet process...
Persistent link: https://www.econbiz.de/10012030285
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Bayesian nonparametric learning of how skill is distributed across the mutual fund industry
Fisher, Mark; Jensen, Mark J.; Tkac, Paula A. - 2019
In this paper, we use Bayesian nonparametric learning to estimate the skill of actively managed mutual funds and also to estimate the population distribution for this skill. A nonparametric hierarchical prior, where the hyperprior distribution is unknown and modeled with a Dirichlet process...
Persistent link: https://www.econbiz.de/10011980531
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A Bayesian quantile time series model for asset returns
Griffin, Jim E.; Mitrodima, Gelly - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 16-27
Persistent link: https://www.econbiz.de/10012804077
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