The factor model is an important construct for both portfolio managers and researchers in modern finance. For practitioners, factor model coefficients are used to guide the construction of optimal ...
A standard tool for model selection in a Bayesian framework is the Bayes factor which compares the marginal likelihood of the data under two given different models. In this paper, we consider the ...
Here’s our estimate of public support for vouchers, broken down by religion/ethnicity, income, and state: (Click on image to see larger version.) We’re mapping estimates from a hierarchical Bayes ...
A novel hierarchical quantitative trait locus (QTL) mapping method using a polynomial growth function and a multiple-QTL model (with no dependence in time) in a multitrait framework is presented. The ...
A Bayesian hierarchical model was developed to estimate the parameters in a physiologically based pharmacokinetic (PBPK) model for chloroform using prior information and biomarker data from different ...
Daniel McNulty began writing for Investopedia in 2012. His work includes articles on financial analysis, asset allocation, and trading strategies. Marguerita is a Certified Financial Planner (CFP), ...
We adapt a semi-Bayesian hierarchical modeling framework to jointly characterize the space–time variability of seasonal precipitation totals and precipitation extremes across the Northern Great Plains ...
https://microcollaborative.atlassian.net/wiki/spaces/DSC/pages/13828181/Confronting+models+with+data In this working group we learn about methods and ideas for ...
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