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Risk margin quantile function via parametric and non-parametric Bayesian approaches
Dong, Alice X. D.; Chan, Jennifer S. K.; Peters, Gareth W. - In: Astin bulletin : the journal of the International … 45 (2015) 3, pp. 503-550
Persistent link: https://www.econbiz.de/10011397246
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Bayesian parsimonious covariance matrix estimation
Smith, Michael S.; Kohn, Robert - 1999
Persistent link: https://www.econbiz.de/10001404771
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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
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Robust Bayesian estimation of autoregressive-moving average models
Barnett, Glen; Kohn, Robert; Sheather, Simon J. - 1995
Persistent link: https://www.econbiz.de/10000912056
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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
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A bayesian approach to additive semi parametric regression
Wong, Chi-ming; Kohn, Robert - 1993
Persistent link: https://www.econbiz.de/10000856796
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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
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Nonparametric regression using Bayesian variable selection
Smith, Michael S.; Kohn, Robert - 1994
Persistent link: https://www.econbiz.de/10000895792
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A unified approach to nonlinearity, structural change and outliers
Giordani, Paolo (contributor); Kohn, Robert (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002673492
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Wavelet estimation using Bayesian basis selection and basis averaging
Kohn, Robert; Marron, James Stephen; Yau, Paul - 1999
Persistent link: https://www.econbiz.de/10001415005