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A multivariate extension of a vector of Poisson- Dirichlet processes
Zhu, W.; Leisen, Frabrizio - Departamento de Estadistica, Universidad Carlos III de … - 2013
Recently, Leisen and Lijoi (2011) introduced a bivariate vector of random probability measures with Poisson-Dirichlet marginals where the dependence is induced through a Lévy's Copula. In this paper the same approach is used for generalizing such a vector to the multivariate setting. Some...
Persistent link: https://www.econbiz.de/10010670772
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Bayesian nonparametric portfolio selection with rolling maximum drawdown control
Mei, Xiaoling; Wang, Yachong; Zhu, Weixuan - In: Quantitative finance 23 (2023) 10, pp. 1497-1510
Persistent link: https://www.econbiz.de/10014419173
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Bayesian analysis of structural effects in an ordered equation system
Li, Mingliang (contributor); Tobias, Justin L. (contributor) - 2005
Persistent link: https://www.econbiz.de/10002640753
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Bayesian modeling of school effects using hierarchical models with smoothing priors
Li, Mingliang (contributor); Tobias, Justin L. (contributor) - 2005
Persistent link: https://www.econbiz.de/10002640794
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A Bayesian analysis of payday loans and their regulation
Li, Mingliang; Mumford, Kevin J.; Tobias, Justin L. - In: Journal of econometrics 171 (2012) 2, pp. 205-216
Persistent link: https://www.econbiz.de/10009691158
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Bayesian analysis of treatment effects in an ordered potential outcomes model
Li, Mingliang; Tobias, Justin L. - In: Modelling and evaluating treatment effects in econometrics, (pp. 57-91). 2008
Persistent link: https://www.econbiz.de/10003672002
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Bayesian inference in a correlated random coefficients model : modeling causal effect heterogeneity with an application to heterogeneous returns to schooling
Li, Mingliang; Tobias, Justin L. - In: Journal of econometrics 162 (2011) 2, pp. 345-361
Persistent link: https://www.econbiz.de/10009270625
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Bayesian modeling of school effects using hierarchical models with smoothing priors
Li, Mingliang (contributor); Tobias, Justin L. (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 9 (2005) 3, pp. 1-31
Persistent link: https://www.econbiz.de/10003283972
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Bayesian analysis of structural effects in an ordered equation system
Li, Mingliang (contributor); Tobias, Justin L. (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 10 (2006) 4, pp. 1-22
Persistent link: https://www.econbiz.de/10003559283