Zobrazeno 1 - 10
of 105
pro vyhledávání: '"Thomas S. Shively"'
Autor:
Thomas S. Shively, Stephen G. Walker
Publikováno v:
Biometrika. 105:739-744
SummaryWe show that the Bayes factor for testing whether a subset of coefficients are zero in the normal linear regression model gives the uniformly most powerful test amongst the class of invariant tests discussed in Lehmann & Romano (2005) if the p
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b226ad2eff1e138a5a234b6f66b6bd85
https://doi.org/10.1093/biomet/asy022
https://doi.org/10.1093/biomet/asy022
Autor:
Michael S. Smith, Thomas S. Shively
Publikováno v:
SSRN Electronic Journal.
Wholesale electricity markets are increasingly integrated via high voltage interconnectors, and inter-regional trade in electricity is growing. To model this, we consider a spatial equilibrium model of price formation, where constraints on inter-regi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a626a9756b1cc88c11dd4f536001e527
https://doi.org/10.2139/ssrn.3167006
https://doi.org/10.2139/ssrn.3167006
For the discovery of regression relationships between Y and a large set of p potential predictors x 1 , . . . , x p , the flexible nonparametric nature of BART (Bayesian Additive Regression Trees) allows for a much richer set of possibilities than re
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::157c73d01cf9c037166b8d8816076106
http://arxiv.org/abs/1612.01619
http://arxiv.org/abs/1612.01619
Publikováno v:
Marketing Letters. 23:1-12
The visible trace of online communications has given rise to research on their effect on firm outcomes. The literature has established a link between online communication about a product and the product’s sales and price performance. On the assumpt
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::36cec0c5179ea8789ef69e9ac42c45e9
https://doi.org/10.1007/s11002-011-9142-5
https://doi.org/10.1007/s11002-011-9142-5
Publikováno v:
Journal of Econometrics. 161:166-181
This paper uses free-knot and fixed-knot regression splines in a Bayesian context to develop methods for the nonparametric estimation of functions subject to shape constraints in models with log-concave likelihood functions. The shape constraints we
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::421232e43ec1346144d20755ce7390a8
https://doi.org/10.1016/j.jeconom.2010.12.001
https://doi.org/10.1016/j.jeconom.2010.12.001
Publikováno v:
Communications in Statistics - Simulation and Computation. 39:1111-1121
In this article, we develop rejection sampling algorithms to sample from some truncated and tail distributions. Such samplers are needed in many Markov chain Monte Carlo methods, often in connection with Bayesian inference. In addition to univariate
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c32b35ec829f02042362ecd6547abb25
https://doi.org/10.1080/03610918.2010.484117
https://doi.org/10.1080/03610918.2010.484117
Publikováno v:
Transportation Research Part B: Methodological. 44:699-715
This paper uses a semi-parametric Poisson-gamma model to estimate the relationships between crash counts and various roadway characteristics, including curvature, traffic levels, speed limit and surface width. A Bayesian nonparametric estimation proc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0587a1ba9c87138047b5a2822629d723
https://doi.org/10.1016/j.trb.2009.12.019
https://doi.org/10.1016/j.trb.2009.12.019
Publikováno v:
Marketing Science. 23(1):95-108
Utility maximizing solutions to economic models of choice for goods with either discrete quantities or non-linear prices cannot always be obtained using standard first-order conditions such as Kuhn-Tucker and Roy's identity. When quantities are discr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e663a60ea2c18aaeba053e7462ec61bd
Publikováno v:
Journal of the Royal Statistical Society Series B: Statistical Methodology. 64:119-139
SummaryA Bayesian approach is presented for model selection in nonparametric regression with Gaussian errors and in binary nonparametric regression. A smoothness prior is assumed for each component of the model and the posterior probabilities of the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b482d31c36cbe3e2671035eee4a841c0
https://doi.org/10.1111/1467-9868.00328
https://doi.org/10.1111/1467-9868.00328
Autor:
Thomas S. Shively
Publikováno v:
Encyclopedia of Statistical Sciences
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d5643678bed78c0dbddba23ac13a7a78
https://doi.org/10.1002/9781118445112.stat01596
https://doi.org/10.1002/9781118445112.stat01596