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Mixture models, latent variables and partitioned importance sampling

Casella, George; Robert, Christian P.; Wells, Martin T. - 2000

Persistent link: https://www.econbiz.de/10001470588

Large sample theory of spacings statistics for tests of fit for the composite hypothesis

Wells, Martin T. - In: Journal of the Royal Statistical Society 55 (1993) 1, pp. 189-203

Persistent link: https://www.econbiz.de/10001137136

Rao-blackwellization of generalized accept-reject schemes

Casella, George; Robert, Christian P.; Wells, Martin T. - 2000

Persistent link: https://www.econbiz.de/10001549302

The predictability of punitive damages awards in published opinions, the impact of BMW v. Gore on punitive damages awards, and forecasting which punitive awards will be reduced

Eisenberg, Theodore; Wells, Martin T. - In: Supreme Court economic review 7 (1999), pp. 59-86

Persistent link: https://www.econbiz.de/10001762285

Clustering Structure of Microstructure Measures

Zhu, Liao; Sun, Ningning; Wells, Martin T. - 2021

This paper builds the clustering model of measures of market microstructure features which are popular in predicting the stock returns. In a 10-second time frequency, we study the clustering structure of different measures to find out the best ones for predicting. In this way, we can predict...

Persistent link: https://www.econbiz.de/10013217897

MCMC estimation of Lévy jump models using stock and option prices

Yu, Cindy L.; Li, Haitao; Wells, Martin T. - In: Mathematical finance : an international journal of … 21 (2011) 3, pp. 383-422

Persistent link: https://www.econbiz.de/10009155205

Bayesian inference for a two-part hierarchical model : an application to profiling providers in managed health care

Zhang, Min; Strawderman, Robert L.; Cowen, Mark E.; … - In: Journal of the American Statistical Association : JASA 101 (2006) 475, pp. 934-945

Persistent link: https://www.econbiz.de/10003375722

A Bayesian analysis of return dynamics with Lévy jumps

Li, Haitao; Wells, Martin T.; Yu, Cindy L. - In: The review of financial studies 21 (2008) 5, pp. 2345-2378

Persistent link: https://www.econbiz.de/10003765224

Reconciling punitive damages evidence : comment

Ho, Daniel E. - In: Journal of institutional and theoretical economics : JITE 166 (2010) 1, pp. 27-32

Persistent link: https://www.econbiz.de/10003940058

A Bayesian approach to event studies for securities litigation : comment

Baer, Benjamin R.; Wells, Martin T. - In: Journal of institutional and theoretical economics : JITE 176 (2020) 1, pp. 115-122

Persistent link: https://www.econbiz.de/10012240574