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  • Search: subject:"Predictive inference"
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Year of publication
Subject
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Predictive inference 8 Nonparametric predictive inference 6 Forecasting model 5 Prognoseverfahren 5 Bayesian inference 4 Exchangeability 4 Nichtparametrisches Verfahren 4 Probability theory 4 Wahrscheinlichkeitsrechnung 4 nonparametric predictive inference 4 Bayesian predictive inference 3 Central limit theorem 3 Conditional identity in distribution 3 Empirical distribution 3 Multivariate tail dependence 3 Nonparametric statistics 3 Option pricing theory 3 Option trading 3 Optionsgeschäft 3 Optionspreistheorie 3 Portfolio protection 3 Predictive distribution 3 Robust optimization 3 Stable convergence 3 Statistical inference 3 Stochastic process 3 Stochastischer Prozess 3 Theorie 3 Theory 3 predictive inference 3 Bayes-Statistik 2 Bayesian computation 2 Bayesian model averaging 2 Bootstrap approach 2 Bootstrap-Verfahren 2 Estimation theory 2 Imprecise probability 2 Induktive Statistik 2 Markov Chain Monte Carlo 2 Mixture of Experts 2
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Online availability
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Free 12 Undetermined 11 CC license 1
Type of publication
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Article 14 Book / Working Paper 11
Type of publication (narrower categories)
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Article in journal 7 Aufsatz in Zeitschrift 7 Working Paper 4 Arbeitspapier 1 Article 1 Graue Literatur 1 Non-commercial literature 1
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Language
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English 14 Undetermined 11
Author
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Berti, Patrizia 3 Coolen, Frank P.A. 3 Coolen-Maturi, Tahani 3 Crimaldi, Irene 3 Mankaï, Selim 3 Pratelli, Luca 3 Rigo, Pietro 3 Coolen, Frank P. A. 2 Fernandez, Carmen 2 Giordani, Paolo 2 He, Ting 2 Kohn, Robert 2 Ley, Eduardo 2 Nandram, Balgobin 2 Villani, Mattias 2 Yin, Jiani 2 Abellán, Joaquín 1 Aboalkhair, Ahmad M. 1 Augustin, Thomas 1 Baker, Rebecca M. 1 Chen, Junbin 1 Coolen, F. P. A. 1 Coolen, F.P.A. 1 Crossman, Richard J. 1 Diniz, Marcio Alves 1 Elkhafifi, Faiza F. 1 GUESMI, Khaled 1 Guesmi, Khaled 1 Houlding, B. 1 Izbicki, Rafael 1 Jentsch, Carsten 1 Khan, Hafiz M.R. 1 Lopes, Danilo 1 MacPhee, Iain M. 1 Masegosa, Andrés R. 1 Muliere, P. 1 Pfarrhofer, Michael 1 Salasar, Luis Ernesto Bueno 1 Secchi, P. 1 Steel, Mark 1
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Institution
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EconWPA 2 Institut de Préparation à l'Administration et à la Gestion (IPAG) 2 Dipartimento di Scienze Economiche e Aziendali, Università degli Studi di Pavia 1 EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X) 1 Sveriges Riksbank 1
Published in...
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Computational Statistics & Data Analysis 3 Journal of the Operational Research Society 3 Econometrics 2 European Journal of Operational Research 2 Quaderni di Dipartimento 2 Working Papers / Institut de Préparation à l'Administration et à la Gestion (IPAG) 2 Annals of the Institute of Statistical Mathematics 1 Discussion Paper 1 EconomiX Working Papers 1 Insurance : mathematics and economics 1 Journal of economic dynamics & control 1 Pacific-Basin finance journal 1 Quaderni del Dipartimento 1 Statistics in Transition New Series 1 Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland 1 Sveriges Riksbank Working Paper Series 1 Working Paper Series / Sveriges Riksbank 1
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Source
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RePEc 13 ECONIS (ZBW) 8 EconStor 4
Showing 21 - 25 of 25
Cover Image
Predictive inference for a future response using symmetrically trimmed sample from the half-normal model
Khan, Hafiz M.R. - In: Computational Statistics & Data Analysis 56 (2012) 6, pp. 1350-1361
In this paper, the likelihood function and the posterior density function for the parameters given a symmetric trimmed sample are derived. It is assumed that the sample follows the half-normal model. By making use of the Bayesian framework, the predictive density for a single future response is...
Persistent link: https://www.econbiz.de/10010574442
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Nonparametric predictive utility inference
Houlding, B.; Coolen, F.P.A. - In: European Journal of Operational Research 221 (2012) 1, pp. 222-230
uncertain utility and that of Nonparametric Predictive Inference (NPI). In doing so we present the idea of Nonparametric …
Persistent link: https://www.econbiz.de/10010597626
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Bayesian Modelling of Catch in a Northwest Atlantic Fishery
Fernandez, Carmen; Ley, Eduardo; Steel, Mark - EconWPA - 2001
We model daily catches of fishing boats in the Grand Bank fishing grounds. We use data on catches per species for a number of vessels collected by the European Union in the context of the Northwest Atlantic Fisheries Organization. Many variables can be thought to influence the amount caught: a...
Persistent link: https://www.econbiz.de/10005556300
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Statistical Modeling of Fishing Activities in the North Atlantic
Fernandez, Carmen; Ley, Eduardo; Steel, Mark F.J. - EconWPA - 1997
This paper deals with the issue of modeling daily catches of fishing boats in the Grand Bank fishing grounds. We have data on catches per species for a number of vessels collected by the European Union in the context of the North Atlantic Fisheries Organization. Many variables can be thought to...
Persistent link: https://www.econbiz.de/10005119131
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Bayesian nonparametric predictive inference and bootstrap techniques
Muliere, P.; Secchi, P. - In: Annals of the Institute of Statistical Mathematics 48 (1996) 4, pp. 663-673
Persistent link: https://www.econbiz.de/10005395835
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