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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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Nonparametric seemingly unrelated regression
Smith, Michael S.; Kohn, Robert - In: Journal of econometrics 98 (2000) 2, pp. 257-281
Persistent link: https://www.econbiz.de/10001497782
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Nonparametric seemingly unrealted regression
Smith, Michael S.; Kohn, Robert - 1999
Persistent link: https://www.econbiz.de/10001442291
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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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Nonparametric seemingly unrelated regression
Smith, Michael S.; Kohn, Robert - 1999
Persistent link: https://www.econbiz.de/10001404812
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Robust nonparametric regression with automatic data transformation and variable selection
Smith, Michael S.; Kohn, Robert - 1994
Persistent link: https://www.econbiz.de/10000900988
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Semiparametric Bayesian inference for time series with mixed spectra
Carter, Chris K.; Kohn, Robert - 1995
Persistent link: https://www.econbiz.de/10000912047
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Finite sample performance of robust Bayesian regression
Smith, Michael S.; Sheather, Simon J.; Kohn, Robert - 1996
Persistent link: https://www.econbiz.de/10000942995
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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