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Invariance arguments in Bayesian statistics
Florens, Jean-Pierre; Mouchart, Michel; Rolin, Jean-Marie - 1989
Persistent link: https://www.econbiz.de/10000780981
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Weak conditional independence and relative invariance in Bayesian statistics
Florens, Jean-Pierre; Mouchart, Michel; Rolin, Jean-Marie - 1990
Persistent link: https://www.econbiz.de/10000802556
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Approximations of Bayesian solutions in finite population models
Cocchi, Daniela; Mouchart, Michel - 1989
Persistent link: https://www.econbiz.de/10000772213
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Tales of testing Bayesians
Drèze, Jacques H. - 1989
Persistent link: https://www.econbiz.de/10000772227
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Competing risks models : problems of modelling and of identification
Mouchart, Michel; Rolin, Jean-Marie - 1995
Persistent link: https://www.econbiz.de/10000918209
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Identification problems in a class of mixture models with an application to the LISREL model
Mouchart, Michel - 1998
Persistent link: https://www.econbiz.de/10000989552
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Bayesian evaluation of a semi-parametric binary response model
Scheihing, Eliana - 1998
Persistent link: https://www.econbiz.de/10000989553
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Bayesian evaluation of non-admissible conditioning : the case of fisher test
Mouchart, Michel - 1998
Persistent link: https://www.econbiz.de/10000989555
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Bayesian identification of semi-parametric binary response models
Mouchart, Michel - 1998
Persistent link: https://www.econbiz.de/10000989708
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Noncausality and marginalization of Markov processes
Florens, Jean-Pierre - In: Econometric theory 9 (1993) 2, pp. 241-262
Persistent link: https://www.econbiz.de/10001143731