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  • Search: subject:"parameterisation"
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Year of publication
Subject
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Stochastic Volatility 3 parameterisation 3 Bayes-Statistik 2 Gibbs sampler 2 Identification Through Heteroskedasticity 2 Mediterranean wine growing 2 Non-centred Parameterisation 2 Normal Product Distribution 2 Parameterisation 2 Shrinkage Prior 2 Tax Shocks 2 block updates 2 catchment 2 collapsing 2 data augmentation 2 hydrological modelling 2 model parameterisation 2 soil surface characteristics 2 spatial Poisson count data 2 sustainable development 2 sustainable management 2 vineyards 2 water resources management 2 weed control practices 2 Bayesian Inference 1 Bayesian inference 1 Blocking 1 Conjugate Parameterisation 1 Convergence rates 1 Decomposable model 1 Enriched Prior 1 Estimation 1 Estimation theory 1 Extended Conjugate Family 1 Fisher information matrix 1 Gibbs sampling 1 Heteroscedasticity 1 Heteroskedastizität 1 Indian summer monsoon 1 Inferenzstatistik 1
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Online availability
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Free 6 Undetermined 5
Type of publication
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Article 7 Book / Working Paper 6
Type of publication (narrower categories)
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Working Paper 5 Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1
Language
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Undetermined 7 English 6
Author
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Biarnes, Anne 2 Colin, Francois 2 Consonni, Guido 2 Czado, Claudia 2 Gschlößl, Susanne 2 Lütkepohl, Helmut 2 Shang, Fei 2 Uzeda, Luis 2 Woźniak, Tomasz 2 Bartolucci, Francesco 1 Bernardo, José 1 George, E. 1 Girón, F. 1 Gutiérrez-Peña, E. 1 Hu, Guang-Hua 1 Hynes, Stephen 1 Lennon, John 1 Letac, G. 1 Leucari, Valentina 1 Li, Jing Rong 1 Mandal, M. 1 Martínez, M. 1 Mohanty, U. 1 Morris, Carl 1 O'Donoghue, Cathal 1 Pitt, Michael K 1 Shephard, Neil 1 Singh, A. 1 Sinha, P. 1 Smith, A. 1 Solis-Trapala, Ivonne 1 Veronese, Piero 1 Wang, Qing Hui 1 Xu, Chen-Yang 1
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Institution
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Economics Group, Nuffield College, University of Oxford 1
Published in...
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Discussion Paper 2 International Journal of Sustainable Development 2 DIW Discussion Papers 1 Discussion papers / Deutsches Institut für Wirtschaftsforschung 1 Economics Papers / Economics Group, Nuffield College, University of Oxford 1 International Journal of Microsimulation 1 International journal of production research 1 Natural Hazards 1 Psychometrika 1 Quaderni di Dipartimento - EPMQ 1 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 1
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Source
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RePEc 7 EconStor 4 ECONIS (ZBW) 2
Showing 1 - 10 of 13
Did you mean: subject:"parameterization" (59 results)
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Partial identification of heteroskedastic structural VARs: Theory and Bayesian inference
Lütkepohl, Helmut; Shang, Fei; Uzeda, Luis; Woźniak, … - 2024
We consider structural vector autoregressions identified through stochastic volatility. Our focus is on whether a particular structural shock is identified by heteroskedasticity without the need to impose any sign or exclusion restrictions. Three contributions emerge from our exercise: (i) a set...
Persistent link: https://www.econbiz.de/10014530293
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Partial identification of heteroskedastic structural VARs : theory and Bayesian inference
Lütkepohl, Helmut; Shang, Fei; Uzeda, Luis; Woźniak, … - 2024
We consider structural vector autoregressions identified through stochastic volatility. Our focus is on whether a particular structural shock is identified by heteroskedasticity without the need to impose any sign or exclusion restrictions. Three contributions emerge from our exercise: (i) a set...
Persistent link: https://www.econbiz.de/10014528602
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Contour parallel tool path planning based on conformal parameterisation utilising mapping stretch factors
Xu, Chen-Yang; Li, Jing Rong; Wang, Qing Hui; Hu, Guang-Hua - In: International journal of production research 57 (2019) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10012183539
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Introducing and evaluating a Gibbs sampler for spatial Poisson regression models
Gschlößl, Susanne; Czado, Claudia - 2005
models and give details of the resulting Gibbs sampler. In particular, the influence of model parameterisation and different …
Persistent link: https://www.econbiz.de/10010266145
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Does a Gibbs sampler approach to spatial Poisson regression models outperform a single site MH sampler?
Gschlößl, Susanne; Czado, Claudia - 2005
particular, the influence of model parameterisation and different update strategies on the mixing of the MCMC chains is discussed … policyholders of a German car insurance company. The mixing of the Gibbs samplers depends crucially on the model parameterisation …
Persistent link: https://www.econbiz.de/10010266205
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Reference priors for discrete graphical models
Consonni, Guido; Leucari, Valentina - 2005
suitable mixed parameterisation for a discrete decomposable graphical model and derive the corresponding reference prior. …
Persistent link: https://www.econbiz.de/10010326096
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Multidimensional Latent Markov Models in a Developmental Study of Inhibitory Control and Attentional Flexibility in Early Childhood
Bartolucci, Francesco; Solis-Trapala, Ivonne - In: Psychometrika 75 (2010) 4, pp. 725-743
Persistent link: https://www.econbiz.de/10008775723
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The Life-Cycle Income Analysis Model (LIAM): a study of a flexible dynamic microsimulation modelling computing framework
O'Donoghue, Cathal; Lennon, John; Hynes, Stephen - In: International Journal of Microsimulation 2 (2009) 1, pp. 16-31
-cycle Income Analysis Model (LIAM). The principle computing characteristics include the degree of modularisation, parameterisation … parameterisation, alignment and computational efficiency. …
Persistent link: https://www.econbiz.de/10009371310
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Influence of different land-surface processes on Indian summer monsoon circulation
Singh, A.; Mohanty, U.; Sinha, P.; Mandal, M. - In: Natural Hazards 42 (2007) 2, pp. 423-438
The impact of different land-surface parameterisation schemes for the simulation of monsoon circulation during a normal … monsoon year over India has been analysed. For this purpose, three land-surface parameterisation schemes, the NoaH, the Multi … land-surface parameterisation schemes, latent and sensible heat fluxes and rainfall were estimated over the Indian region …
Persistent link: https://www.econbiz.de/10010846915
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Analytic convergence rates and parameterisation issues for the Gibbs sampler applied to state space models
Pitt, Michael K; Shephard, Neil - Economics Group, Nuffield College, University of Oxford - 1996
noise model in terms of the parameters of the model. We also provide evidence that a ``centered'' parameterisation of a …
Persistent link: https://www.econbiz.de/10005687559
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