Bayesian Composite Quantile Regression with Additive Regression Trees: A Robust Nonparametric Framework for Conditional Distribution Estimation [PDF]
Samiksha Chakule +2 more
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Idiographic interrater reliability measures for intensive longitudinal multirater data
British Journal of Mathematical and Statistical Psychology, EarlyView.Abstract Interrater reliability plays a crucial role in various areas of psychology. In this article, we propose a multilevel latent time series model for intensive longitudinal data with structurally different raters (e.g., self‐reports and partner reports).
Tobias Koch +4 more
wiley +1 more source
Power priors for latent variable mediation models under small sample sizes
British Journal of Mathematical and Statistical Psychology, EarlyView.Abstract Latent variable models typically require large sample sizes for acceptable efficiency and reliable convergence. Appropriate informative priors are often required for gainfully employing Bayesian analysis with small samples. Power priors are informative priors built on historical data, weighted to account for non‐exchangeability with the ...
Lihan Chen +2 more
wiley +1 more source
To vary or not to vary: A flexible empirical Bayes factor for testing variance components
British Journal of Mathematical and Statistical Psychology, EarlyView.Abstract Random effects are the gold standard for capturing structural heterogeneity, such as individual differences or temporal dependence. Yet testing their presence is difficult because variance components are constrained to be non‐negative, creating a boundary problem. This paper introduces a flexible empirical Bayes factor (EBF) for testing random
Fabio Vieira, Hongwei Zhao, Joris Mulder
wiley +1 more source
Bayesian quantile regression joint models: Inference and dynamic predictions. [PDF]
Stat Methods Med Res, 2019 Yang M, Luo S, DeSantis S.
europepmc +1 more source
Analyzing ozone concentration by Bayesian spatio‐temporal quantile regression [PDF]
, 2017 P. Das, S. Ghosal
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Rich Dad Poor Dad? CEO Private School Background and Firm Risk
European Financial Management, EarlyView.ABSTRACT We examine the effect of CEO childhood socioeconomic status (SES) on firm risk. Using hand‐collected data on US CEOs' private high‐school attendance as proxy for high‐SES, we find that firms led by high‐SES CEOs exhibit 5.35% lower firm risk. This effect diminishes with CEO tenure, analyst coverage, and institutional ownership, consistent with
Yifei Bi, Christos Mavrovitis, Chen Yang
wiley +1 more source
Applied Water ScienceThis study examines the effectiveness of various quantile regression (QR) and machine learning (ML) methodologies developed for analyzing the relationship between meteorological parameters and daily reference evapotranspiration (ETref) across diverse ...
Saeed Sharafi, Mehdi Mohammadi Ghaleni
doaj +1 more source
Residual Income Valuation and Stock Returns: Evidence From a Value‐to‐Price Investment Strategy*
Financial Review, EarlyView.ABSTRACT This paper contributes to the accounting and asset pricing anomalies literature by investigating the performance of value‐to‐price (V/P) strategies, and the relationship between V/P ratio and various risk proxies. If the V/P ratio successfully predicts future returns at stock level, we hypothesize that portfolios based on the V/P ratio ...
Ahmad Haboub +2 more
wiley +1 more source
On Integral Priors for Multiple Comparison in Bayesian Model Selection
International Statistical Review, EarlyView.Summary Noninformative priors constructed for estimation purposes are usually not appropriate for model selection and testing. The methodology of integral priors was developed to get prior distributions for Bayesian model selection when comparing two models, modifying initial improper reference priors. We propose a generalisation of this methodology to
Diego Salmerón +2 more
wiley +1 more source