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~person:"Villani, Mattias"
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Search: subject:"Variable selection"
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Bayesian inference
10
Markov Chain Monte Carlo
8
Variable selection
8
Mixture of Experts
6
Bayes-Statistik
4
Markov chain Monte Carlo
4
Bayesian variable selection
3
Markovscher Prozess
3
Mixture-of-experts
3
Survival Analysis
3
Theorie
3
Monte-Carlo-Methode
2
Predictive inference
2
Splines
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Statistische Verteilung
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Value-at-Risk
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Volatility modeling
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eBay
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Auktionstheorie
1
Bid function approximation
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Conditional distribution
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GLM
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Heteroskedastizität
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Internet auctions
1
Kapitaleinkommen
1
Likelihood inference
1
Markov chain
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Markov-Kette
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Mixture of experts
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Modellierung
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Nichtparametrisches Verfahren
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Normal valuations
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Online-Auktion
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Regression
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Risikomaß
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Stochastischer Prozess
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English
8
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Villani, Mattias
Koop, Gary
17
Proietti, Tommaso
14
Korobilis, Dimitris
12
Grassi, Stefano
10
Kohn, Robert
9
Laan, Mark van der
9
Huber, Florian
8
Dijk, Dick van
7
Paap, Richard
7
Sinisi, Sandra
7
Kock, Anders Bredahl
6
Tutz, Gerhard
6
Yu, Keming
6
Li, Feng
5
Salimans, Tim
5
Zeileis, Achim
5
Boulesteix, Anne-Laure
4
Buchen, Teresa
4
Cai, Zongwu
4
Chudik, Alexander
4
Diaz, Elena
4
Dippold, Katrin
4
Feldkircher, Martin
4
Gao, Jiti
4
Hruschka, Harald
4
Jacobi, Liana
4
Nymoen, Ragnar
4
Peng, Bin
4
Pesaran, M. Hashem
4
Prüser, Jan
4
Pérez-Quirós, Gabriel
4
Ronchetti, Elvezio
4
Schumacher, Christian
4
Sharifvaghefi, Mahrad
4
Sparrman, Victoria
4
Wagner, Helga
4
Wohlrabe, Klaus
4
du Jardin, Philippe
4
van Dijk, Dick
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Sveriges Riksbank
5
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Sveriges Riksbank Working Paper Series
5
Working Paper Series / Sveriges Riksbank
5
Journal of Econometrics
1
Sveriges Riksbank working paper series
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RePEc
6
EconStor
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ECONIS (ZBW)
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1
Dynamic mixture-of-experts models for longitudinal and discrete-time survival data
Quiroz, Matias
;
Villani, Mattias
-
2013
variable
selection
in all set of covariates. The focus of the paper is on models for discrete-time survival data with an …
Persistent link: https://www.econbiz.de/10010320746
Saved in:
2
Dynamic mixture-of-experts models for longitudinal and discrete-time survival data
Quiroz, Matias
;
Villani, Mattias
-
2013
variable
selection
in all set of covariates. The focus of the paper is on models for discrete-time survival data with an …
Persistent link: https://www.econbiz.de/10009761536
Saved in:
3
Dynamic mixture-of-experts models for longitudinal and discrete-time survival data
Quiroz, Matias
;
Villani, Mattias
-
Sveriges Riksbank
-
2013
variable
selection
in all set of covariates. The focus of the paper is on models for discrete-time survival data with an …
Persistent link: https://www.econbiz.de/10010818846
Saved in:
4
Modeling conditional densities using finite smooth mixtures
Li, Feng
;
Villani, Mattias
;
Kohn, Robert
-
2010
components. Furthermore,
variable
selection
is effective in removing unnecessary covariates in the skewness, which means that …
Persistent link: https://www.econbiz.de/10010320786
Saved in:
5
Bayesian inference in structural second-price common value auctions
Wegmann, Bertil
;
Villani, Mattias
-
2010
valuations using a hierarchical Gamma model. We use a Bayesian
variable
selection
algorithm that simultaneously samples the …
Persistent link: https://www.econbiz.de/10010321008
Saved in:
6
Bayesian Inference in Structural Second-Price common Value Auctions
Wegmann, Bertil
;
Villani, Mattias
-
Sveriges Riksbank
-
2010
valuations using a hierarchical Gamma model. We use a Bayesian
variable
selection
algorithm that simultaneously samples the …
Persistent link: https://www.econbiz.de/10008577411
Saved in:
7
Modeling Conditional Densities Using Finite Smooth Mixtures
Li, Feng
;
Villani, Mattias
;
Kohn, Robert
-
Sveriges Riksbank
-
2010
components. Furthermore,
variable
selection
is effective in removing unnecessary covariates in the skewness, which means that …
Persistent link: https://www.econbiz.de/10008671765
Saved in:
8
Flexible modeling of conditional distributions using smooth mixtures of asymmetric student T densities
Li, Feng
;
Villani, Mattias
;
Kohn, Robert
-
2009
Carlo simulation. To enable model parsimony, a
variable
selection
prior is used in each set of covariates and among the …
Persistent link: https://www.econbiz.de/10010320729
Saved in:
9
Flexible Modeling of Conditional Distributions Using Smooth Mixtures of Asymmetric Student T Densities
Li, Feng
;
Villani, Mattias
;
Kohn, Robert
-
Sveriges Riksbank
-
2009
Carlo simulation. To enable model parsimony, a
variable
selection
prior is used in each set of covariates and among the …
Persistent link: https://www.econbiz.de/10008469620
Saved in:
10
Nonparametric regression density estimation using smoothly varying normal mixtures
Villani, Mattias
;
Kohn, Robert
;
Giordani, Paolo
-
2007
selection
prior into all the components of the model. The
variable
selection
prior acts as a self adjusting mechanism that … to interpret the model and speeds up the computation. The second main extension is to introduce a novel
variable
…
Persistent link: https://www.econbiz.de/10010320765
Saved in:
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