Zobrazeno 1 - 10
of 160
pro vyhledávání: '"Pericchi, Luis"'
Autor:
Wang, Yekun, Pericchi, Luis
Model Selections in Bayesian Statistics are primarily made with statistics known as Bayes Factors, which are directly related to Posterior Probabilities of models. Bayes Factors require a careful assessment of prior distributions as in the Intrinsic
Externí odkaz:
http://arxiv.org/abs/2006.06495
In this paper, we investigate the reasons that the Bayesian estimator of the tail probability is always higher than the frequentist estimator. Sufficient conditions for this phenomenon are established both by using Jensen's Inequality and by looking
Externí odkaz:
http://arxiv.org/abs/1905.03426
Autor:
Pericchi, Luis R., Perez, Maria-Eglee
We put forward a novel calibration of p values, the "Adaptive Robust Lower Bound" (ARLB) which maps p values into approximations of posterior probabilities taking into account the effect of sample sizes. We build on the Robust Lower Bound proposed by
Externí odkaz:
http://arxiv.org/abs/1711.06219
Publikováno v:
In European Journal of Operational Research 16 October 2020 286(2):576-587
Autor:
Pericchi, Luis, Pereira, Carlos
Our purpose, is to put forward a change in the paradigm of testing by generalizing a very natural idea exposed by Morris DeGroot (1975) aiming to an approach that is attractive to all schools of statistics, in a procedure better suited for the needs
Externí odkaz:
http://arxiv.org/abs/1310.0039
The traditional time series methodology requires at least a preliminary transformation of the data to get stationarity. On the other hand, Robust Bayesian Dynamic Models (RBDMs) do not assume a regular pattern or stability of the underlying system bu
Externí odkaz:
http://arxiv.org/abs/1303.6073
Autor:
Pericchi, Luis, Torres, David
Publikováno v:
Statistical Science 2011, Vol. 26, No. 4, 502-516
A simple and quick general test to screen for numerical anomalies is presented. It can be applied, for example, to electoral processes, both electronic and manual. It uses vote counts in officially published voting units, which are typically widely a
Externí odkaz:
http://arxiv.org/abs/1205.3290
Modelling outliers and structural breaks in dynamic linear models with a novel use of a heavy tailed prior for the variances: An alternative to the Inverted Gamma
Comment: in press Brazilian Journal of Probability and Statistics
Comment: in press Brazilian Journal of Probability and Statistics
Externí odkaz:
http://arxiv.org/abs/1107.1811
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.
K zobrazení výsledku je třeba se přihlásit.
Autor:
Hassan, Andrés Ramírez, Pericchi, Luis
Publikováno v:
Brazilian Journal of Probability and Statistics, 2018 Jan 01. 32(1), 1-19.
Externí odkaz:
https://www.jstor.org/stable/26407877