Showing 1 - 10 of 544
blocks. Inference is fully Bayesian and uses computationally efficient MCMC sampling schemes. Smoothing parameters are an …
Persistent link: https://www.econbiz.de/10010266134
Trends in BMI values are estimated by centiles of the US adult population by birth cohorts 1886-1986 stratified by ethnicity. The highest centile increased by some 18 to 22 units in the course of the century while the lowest ones increased by merely 1 to 3 units. Hence, the BMI distribution...
Persistent link: https://www.econbiz.de/10010270454
Persistent link: https://www.econbiz.de/10005405037
Conventional, parametric multinomial logit models are in general not sufficient for capturing the complex structures of electorates. In this paper, we use a semiparametric multinomial logit model to give an analysis of party preferences along individuals’ characteristics using a sample of the...
Persistent link: https://www.econbiz.de/10010949819
We consider the problem of assessing new and existing technologies for their cost-effectiveness in the case where data on both costs and efficacy are available from a clinical trial, and we address it by means of the cost-effectiveness acceptability curve in the simple case where efficacy is...
Persistent link: https://www.econbiz.de/10005590589
Trends in BMI values are estimated by centiles of the US adult population by birth cohorts 1886-1986 stratified by ethnicity. The highest centile increased by some 18 to 22 units in the course of the century while the lowest ones increased by merely 1 to 3 units. Hence, the BMI distribution...
Persistent link: https://www.econbiz.de/10008511601
Persistent link: https://www.econbiz.de/10011641559
Persistent link: https://www.econbiz.de/10014446535
Data heterogeneity, particularly noted in fields such as genetics, has been identified as a key feature of big data, posing significant challenges to innovation in knowledge and information. This paper focuses on characterizing and understanding the so-called "curse of heterogeneity" in gene...
Persistent link: https://www.econbiz.de/10015074532
Time series of financial asset values exhibit well-known statistical features such as heavy tails and volatility clustering. We propose a nonparametric extension of the classical Peaks-Over-Threshold method from extreme value theory to fit the time varying volatility in situations where the...
Persistent link: https://www.econbiz.de/10010776912