Results 211 to 220 of about 527,420 (298)

Linear and Quadratic Functionals of RandomHazard rates: an Asymptotic Analysis [PDF]

A popular Bayesian nonparametric approach to survival analysis consists in modeling hazard rates as kernel mixtures driven by a completely random measure.
Giovanni Peccati, Igor Prünster
core  

Parametric Time‐Variation in the Unconditional Volatility: Estimation and Inference

Journal of Time Series Analysis, EarlyView.
ABSTRACT We propose modeling time‐variation in the unconditional volatility by augmenting the standard GARCH model by a deterministic time‐varying intercept. The model, called the additive time‐varying (ATV‐)GARCH model, can be interpreted as a reduced form of a model including covariates and can be derived from a multiplicative decomposition of ...
Niklas Ahlgren, Alexander Back, Timo Teräsvirta   +2 more
wiley   +1 more source

Construction and Stationary Distribution of the Fleming-Viot Process with Viability Selection [PDF]

This paper provides an explicit construction of the Fleming-Viot process with viability selection in a Bayesian nonparametric framework, and derives its stationary distribution. The measure-valued diffusion is obtained as the infinite population limit of
Stephen G. Walker, Matteo Ruggiero
core  

Exploring Spatial Patterns in Inefficiency Using a Stationary Gaussian Random Field

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT This article presents a semiparametric stochastic frontier model that accounts for unobserved spatial heterogeneity in inefficiency by incorporating a stationary Gaussian random field based on geographic coordinates into the inefficiency scaling function. This approach captures spatial patterns in inefficiency at a fine scale.
Ioannis Skevas
wiley   +1 more source

Bayesian Nonparametric Model for Heterogeneous Treatment Effects With Zero-Inflated Data. [PDF]

Stat Med
Kim C, Li Y, Xu T, Liao Z.
europepmc   +1 more source

Epigenetic signatures of attention problems in youth with childhood exposure to family and community violence

Psychiatry and Clinical Neurosciences, EarlyView.
Aim The link between violence‐related epigenetic changes and attentional problems (APs) is still not well understood. This article examines if exposure to family and community violence during childhood and adolescence may shape DNA methylation patterns associated with attention in youth.
Renata Queiroz Ramos, Adriane Feijó Evangelista, Cosme Marcelo Furtado Passos da Silva, Fernanda Serpeloni, Joviana Quintes Avanci, Natasha Reis Lacerda, Simone Gonçalves de Assis   +6 more
wiley   +1 more source

A Bias-Corrected Bayesian Nonparametric Model for Combining Studies With Varying Quality in Meta-Analysis. [PDF]

Biom J
Verde PE, Rosner GL.
europepmc   +1 more source

A Bayesian nonparametric method for detecting rapid changes in disease transmission

, 2022
Creswell R, Robinson M, Gavaghan D, Parag KV, Lei CL, Lambert B.   +5 more
europepmc   +1 more source

Nonparametric Survival Estimation With Contaminated and Adjudicated Events

Scandinavian Journal of Statistics, EarlyView.
ABSTRACT We study the conditional expert Kaplan–Meier estimator, an extension of the classical Kaplan–Meier estimator designed for time‐to‐event data subject to both right‐censoring and contamination. Such contamination, where observed events may not reflect true outcomes, is common in applied settings, including insurance and credit risk, where expert
Martin Bladt, Kristian Vilhelm Dinesen
wiley   +1 more source

A Bayesian nonparametric approach for causal mediation with a post-treatment confounder. [PDF]

Biometrics
Bae W, Daniels MJ, Perri MG.
europepmc   +1 more source