Search Results - subject:"Bayesian model selection"

Bayesian Model Selection for Small Datasets of Measurement Results

Bodnar, Olha - 2021

In the Cochrane Database of Systematic Reviews (CDSR) 75% of reported meta-analyses contain five or fewer studies. For a small dataset a reasonable goodness-of-fit test on a statistical model cannot be performed since either it requires a large sample size for the validity of asymptotic...

Persistent link: https://www.econbiz.de/10012654476

Heterogeneity and aggregate fluctuations

Chang, Minsu; Chen, Xiaohong; Schorfheide, Frank - 2021 - This version: May 20, 2021

Persistent link: https://www.econbiz.de/10012618274

Bayesian model selection for small datasets of measurement results

Bodnar, Olha - 2021

Persistent link: https://www.econbiz.de/10012604818

Copula model selection for vehicle component failures based on warranty claims

Wifvat, Kathryn; Kumerow, John; Shemyakin, Arkady - In: Risks 8 (2020) 2, pp. 1-15

-parameter Archimedean copula models (Clayton, Gumbel-Hougaard, survival copulas) is analyzed, and Bayesian model selection is performed …

Persistent link: https://www.econbiz.de/10013200589

Copula model selection for vehicle component failures based on warranty claims

Wifvat, Kathryn; Kumerow, John; Shemyakin, Arkady - In: Risks : open access journal 8 (2020) 2/56, pp. 1-15

-parameter Archimedean copula models (Clayton, Gumbel–Hougaard, survival copulas) is analyzed, and Bayesian model selection is performed …

Persistent link: https://www.econbiz.de/10012292906

Applying meta-modeling for extended CGE-modeling: Sampling techniques and potential application

Jin, Ding; Hedtrich, Johannes; Henning, Christian H. C. A. - 2018

ahead of us, therefore we are motivated to apply the Bayesian model selection method and the meta-modeling technique in … models. The meta-modeling technique can be deemed as an intermediate step towards the application of Bayesian model selection … Bayesian model selection method. The purpose of this paper is to demonstrate the meta-modeling techinique, test the performace …

Persistent link: https://www.econbiz.de/10012040561

What drives output volatility? : the role of demographics and government size revisited

Iseringhausen, Martin; Vierke, Hauke - 2018

Persistent link: https://www.econbiz.de/10011890257

Applying meta-modeling for extended CGE-modeling : sampling techniques and potential application

Jin, Ding; Hedtrich, Johannes; Henning, Christian H. C. A. - 2018

Persistent link: https://www.econbiz.de/10012037388

Measuring the international dimension of output volatility

Everaert, Gerdie; Iseringhausen, Martin - 2017

Persistent link: https://www.econbiz.de/10012007275

Restrictions on Risk Prices in Dynamic Term Structure Models

Bauer, Michael D. - 2015

Restrictions on the risk-pricing in dynamic term structure models (DTSMs) can unleash the power of no-arbitrage by creating a tighter link between cross-sectional and time-series variation of interest rates. This paper presents a new econometric framework for estimation of affine Gaussian DTSMs...

Persistent link: https://www.econbiz.de/10010500406