Zobrazeno 1 - 10
of 154
pro vyhledávání: '"Muliere Pietro"'
Autor:
Arfè, Andrea, Muliere, Pietro
We introduce a novel procedure to perform Bayesian non-parametric inference with right-censored data, the \emph{beta-Stacy bootstrap}. This approximates the posterior law of summaries of the survival distribution (e.g. the mean survival time). More p
Externí odkaz:
http://arxiv.org/abs/2002.04081
Correlation between microstructure noise and latent financial logarithmic returns is an empirically relevant phenomenon with sound theoretical justification. With few notable exceptions, all integrated variance estimators proposed in the financial li
Externí odkaz:
http://arxiv.org/abs/1905.11793
The literature on Bayesian methods for the analysis of discrete-time semi-Markov processes is sparse. In this paper, we introduce the semi-Markov beta-Stacy process, a stochastic process useful for the Bayesian non-parametric analysis of semi-Markov
Externí odkaz:
http://arxiv.org/abs/1812.00260
In this paper we introduce the subdistribution beta-Stacy process, a novel Bayesian nonparametric process prior for subdistribution functions useful for the analysis of competing risks data. In particular, we i) characterize this process from a predi
Externí odkaz:
http://arxiv.org/abs/1811.12304
We propose a unified modelling framework that theoretically justifies the main empirical regularities characterizing the international trade network. Each country is associated to a Polya urn whose composition controls the propensity of the country t
Externí odkaz:
http://arxiv.org/abs/1601.03067
In this paper we propose a new nonparametric approach to interacting failing systems (FS), that is systems whose probability of failure is not negligible in a fixed time horizon, a typical example being firms and financial bonds. The main purpose whe
Externí odkaz:
http://arxiv.org/abs/1010.3586
Autor:
Muliere, Pietro
Publikováno v:
Scandinavian Journal of Statistics, 2004 Jun 01. 31(2), 235-246.
Externí odkaz:
https://www.jstor.org/stable/4616826
Publikováno v:
In International Journal of Approximate Reasoning April 2017 83:102-117
Autor:
Walker, Stephen, Muliere, Pietro
Publikováno v:
The Annals of Statistics, 1999 Apr 01. 27(2), 589-599.
Externí odkaz:
https://www.jstor.org/stable/120105