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Sparse Bayesian Variable Selection with Correlation Prior for Forecasting Macroeconomic Variable using Highly Correlated Predictors Journal article
COMPUTATIONAL ECONOMICS, 2018,Volume: 51,Issue: 2,Page: 323-338
Authors:  Aijun Yang;  Ju Xiang;  Lianjie Shu;  Hongqiang Yang
Favorite |  | TC[WOS]:1 TC[Scopus]:1 | Submit date:2018/10/30
Sparse Bayesian Variable Selection  Correlation Prior  Highly Correlated Predictors  Out-of-sample Forecasting  
A novel relative entropy-posterior predictive model checking approach with limited information statistics for latent trait models in sparse 2k contingency tables Journal article
Computational Statistics and Data Analysis, 2014,Volume: 79,Page: 261-276
Authors:  Huiping Wu;  Ka-Veng Yuen;  Shing-On Leung
Favorite |  | TC[WOS]:2 TC[Scopus]:2 | Submit date:2019/02/12
Goodness-of-fit  Latent Trait Model  Limited Information Statistics  Parametric Bootstrapping  Posterior Predictive Model Checking  Relative Entropy