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Modeling and Inference With n-Spherical Distributions

Fernández, Carmen; Osiewalski, Jacek; Steel, Mark F.J. - In: Journal of the American Statistical Association : JASA 90 (1995) 432, pp. 1331-1340

Persistent link: https://www.econbiz.de/10006635590

On the use of panel data in stochastic frontier models with improper prifors

Fernández, Carmen; Osiewalski, Jacek; Steel, Mark F.J. - In: Journal of econometrics 79 (1997) 1, pp. 169

Persistent link: https://www.econbiz.de/10006792626

Applications and Case Studies - Multiple-Output Production With Undesirable Outputs:An Application to Nitrogen Surplus in Agriculture

Fernández, Carmen; Koop, Gary; Steel, Mark F.J. - In: Journal of the American Statistical Association : JASA 97 (2002) 458, pp. 432-442

Persistent link: https://www.econbiz.de/10006616712

On Bayesian Modeling of Fat Tails and Skewness

Fernández, Carmen; Steel, Mark F.J. - In: Journal of the American Statistical Association : JASA 93 (1998) 441, pp. 359-371

Persistent link: https://www.econbiz.de/10006629289

Alternative efficiency measures for multiple-output production

Fernández, Carmen; Koop, Gary; Steel, Mark F.J. - In: Journal of econometrics 126 (2005) 2, pp. 411-444

Persistent link: https://www.econbiz.de/10006752671

Bayesian Analysis of Interval Data Contingent Valuation Models and Pricing Policies

Fernández, Carmen; León, Carmelo J.; Steel, Mark F.J.; … - In: Journal of business & economic statistics : JBES ; a … 22 (2004) 4, pp. 431-442

Persistent link: https://www.econbiz.de/10008223232

Benchmark priors for Bayesian model averaging

Fernández, Carmen; Ley, Eduardo; Steel, Mark F.J. - In: Journal of econometrics 100 (2001) 2, pp. 381

Persistent link: https://www.econbiz.de/10006776240

ARTICLES - Bayesian Regression Analysis with Scale Mixtures of Normals

Fernández, Carmen; Steel, Mark F.J. - In: Econometric theory 16 (2000) 1, pp. 80-101

Persistent link: https://www.econbiz.de/10006984543

Robust Bayesian Inference on Scale Parameters

Fernández, Carmen; Osiewalski, Jacek; Steel, Mark F. J. - In: Journal of Multivariate Analysis 77 (2001) 1, pp. 54-72

We represent random vectors Z that take values in n-{0} as Z=RY, where R is a positive random variable and Y takes values in an (n-1)-dimensional space . By fixing the distribution of either R or Y, while imposing independence between them, different classes of distributions on n can be...

Persistent link: https://www.econbiz.de/10005199328

Inference robustness in multivariate models with a scale parameter

Fernández, Carmen; Osiewalski, Jacek; Steel, Mark F. J. - 1995

Persistent link: https://www.econbiz.de/10000907457