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Additive nonparametric regression for time series

Smith, Michael S.; Wong, Chi-ming; Kohn, Robert - 1996

Persistent link: https://www.econbiz.de/10000947881

A bayesian approach to additive semi parametric regression

Wong, Chi-ming; Kohn, Robert - 1993

Persistent link: https://www.econbiz.de/10000856796

Bayesian parsimonious covariance matrix estimation

Smith, Michael S.; Kohn, Robert - 1999

Persistent link: https://www.econbiz.de/10001404771

Bayesian estimation of capital asset pricing models with many assets

Smith, Michael S.; Smith, Tom; Kohn, Robert - 1999

Persistent link: https://www.econbiz.de/10001404800

Robust Bayesian estimation of autoregressive-moving average models

Barnett, Glen; Kohn, Robert; Sheather, Simon J. - 1995

Persistent link: https://www.econbiz.de/10000912056

Bayesian estimation of an autoregressive model using Markov chain Monte Carlo

Barnett, Glen; Kohn, Robert; Sheather, Simon J. - 1993

Persistent link: https://www.econbiz.de/10000861202

Nonparametric regression using Bayesian variable selection

Smith, Michael S.; Kohn, Robert - 1994

Persistent link: https://www.econbiz.de/10000895792

A unified approach to nonlinearity, structural change and outliers

Giordani, Paolo (contributor); Kohn, Robert (contributor); … - 2005

Persistent link: https://www.econbiz.de/10002673492

Wavelet estimation using Bayesian basis selection and basis averaging

Kohn, Robert; Marron, James Stephen; Yau, Paul - 1999

Persistent link: https://www.econbiz.de/10001415005

Bayesian Covariance Matrix Estimation Using a Mixture of Decomposable Graphical Models

Armstrong, Helen; Carter, Chris K.; Wong, Kevin; Kohn, … - 2008

A Bayesian approach is used to estimate the covariance matrix of Gaussian data. Ideas from Gaussian graphical models and model selection are used to construct a prior for the covariance matrix that is a mixture over all decomposable graphs. For this prior the probability of each graph size is...

Persistent link: https://www.econbiz.de/10014026315