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Asymptotically valid Bayesian inference in the presence of distributional misspecification in VAR models

Autor: Katerina Petrova

Publikováno v: Journal of Econometrics. 230:154-182

Inaccurately imposing Gaussian distributional assumptions in standard multivariate time series models does not affect inference on the autoregressive coefficients but distorts both classical and Bayesian inference on the volatility matrix whenever th

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::08c7270e71241f4cded4092b605b0655
https://doi.org/10.1016/j.jeconom.2020.12.011

Robust Bayesian Analysis of Early-Stage Parkinson’s Disease Progression Using DaTscan Images

Autor: Yuan Zhou, Sule Tinaz, Hemant D. Tagare

Publikováno v: IEEE Trans Med Imaging

This paper proposes a mixture of linear dynamical systems model for quantifying the heterogeneous progress of Parkinson’s disease from DaTscan Images. The model is fitted to longitudinal DaTscans from the Parkinson’s Progression Marker Initiative

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a1fab47d921d952e1da629ce6135c88a
https://doi.org/10.1109/tmi.2020.3031478

On a New Class of Multivariate Prior Distributions: Theory and Application in Reliability

Autor: Miguel A. Sordo, Fabrizio Ruggeri, Alfonso Suárez-Llorens, Marta Sánchez-Sánchez

Publikováno v: Bayesian Analysis (2021) 16, Number 1, pp. 31–60
RODIN: Repositorio de Objetos de Docencia e Investigación de la Universidad de Cádiz
Universidad de Cádiz
RODIN. Repositorio de Objetos de Docencia e Investigación de la Universidad de Cádiz
instname
Bayesian Anal. 16, no. 1 (2021), 31-60

In the context of robust Bayesian analysis for multiparameter distributions, we introduce a new class of priors based on stochastic orders, multivariate total positivity of order 2 ( $MTP_{2}$ ) and weighted distributions. We provide the new definiti

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5ef40bdf636ce19dd549b2453926da45
http://hdl.handle.net/10498/24507

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