Search Results - subject:"posterior predictive distribution"

Bayesian spatio-temporal modelling and prediction of areal demands for ambulance services

Nicoletta, Vittorio; Guglielmi, Alessandra; Ruiz, Angel; … - In: IMA journal of management mathematics 33 (2022) 1, pp. 101-121

Persistent link: https://www.econbiz.de/10012654791

Bayesian mean-variance analysis : optimal portfolio selection under parameter uncertainty

Bauder, David; Bodnar, Taras; Parolya, Nestor; Schmid, … - In: Quantitative finance 21 (2021) 2, pp. 221-242

Persistent link: https://www.econbiz.de/10012424557

The one-sided posterior predictive p-value for Fieller’s problem

Zhao, Guimei; Xu, Xingzhong - In: Statistics & Probability Letters 95 (2014) C, pp. 57-62

We consider one-sided hypothesis testing for Fieller’s problem. The one-sided posterior predictive p-value is proposed by taking the generalized p-value as the test statistic. Simulations show that the proposed p-value performs better than the generalized p-value in the frequentist performance.

Persistent link: https://www.econbiz.de/10010939473

A goodness-of-fit testing approach for normality based on the posterior predictive distribution

He, Daojiang; Xu, Xingzhong - In: TEST: An Official Journal of the Spanish Society of … 22 (2013) 1, pp. 1-18

sample and the predictive sample drawn from the posterior predictive distribution. Note that the predictive sample is …

Persistent link: https://www.econbiz.de/10010994285

A note on Bayesian residuals as a hierarchical model diagnostic technique

Yan, Guofen; Sedransk, J. - In: Statistical Papers 51 (2010) 1, pp. 1-10

Persistent link: https://www.econbiz.de/10008467057

On estimating the distribution of data envelopment analysis efficiency scores: an application to nursing homes' care planning process

Gajewski, B. J.; Lee, R.; Bott, M.; Piamjariyakul, U.; … - In: Journal of Applied Statistics 36 (2009) 9, pp. 933-944

unobserved DMUs to augment the frontier in the DEA that provides a posterior predictive distribution for the efficiency scores …

Persistent link: https://www.econbiz.de/10008466713

A semiparametric model for compositional data analysis in presence of covariates on the simplex

Iyengar, Malini; Dey, Dipak - In: TEST: An Official Journal of the Spanish Society of … 11 (2002) 2, pp. 303-315

Persistent link: https://www.econbiz.de/10005613313