A Bayesian method for outlier-robust estimation of multinomial choice models is presented. The method can be used for both correlated as well as uncorrelated choice alternatives and guarantees ...
The aim of operational risk modeling is to provide a reasonably accurate, reasonably precise and reasonably robust estimation of capital requirements, including a level of sensitivity that is ...
Bayesian estimation and maximum likelihood methods represent two central paradigms in modern statistical inference. Bayesian estimation incorporates prior beliefs through Bayes’ theorem, updating ...
The Canadian Journal of Statistics / La Revue Canadienne de Statistique, Vol. 46, No. 3 (September/septembre 2018), pp. 399-415 (17 pages) For sparse and high-dimensional data analysis, a valid ...
Results that may be inaccessible to you are currently showing.
Hide inaccessible results
Feedback