Results 91 to 100 of about 363 (160)

Extension of Jeffreys's prior estimate for Weibull censored data using Lindley's approximation [PDF]

open access: yes, 2011
The Weibull distribution has attracted the attention of statisticians working on theory and methods as well as in various fields of applied statistics.
Adam, Mohd Bakri   +3 more
core  

Point estimation for adaptive trial designs I: A methodological review. [PDF]

open access: yesStat Med, 2023
Robertson DS   +5 more
europepmc   +1 more source

The Charging Order Under the Uniform Partnership Act [PDF]

open access: yes, 1953
Substantially the same procedure prevailed throughout the United States under general execution statutes where the successive steps generally consisted of: (1) seizure of some or all of the partnership property under writ of execution; (2) sale of the ...
Gose, J. Gordoln
core   +1 more source

A general Bayes theory of nested model comparisons [PDF]

open access: yes, 2002
PhD ThesisWe propose a general Bayes analysis for nested model comparisons which does not suffer from Lindley's paradox. It does not use Bayes factors, but uses the posterior distribution of the likelihood ratio between the models evaluated at the ...
Chadwick, Thomas Jonathan
core  

An Approximate Tolerance Interval for the Size-Biased Poisson-Lindley Random Variable [PDF]

open access: yesJournal of Statistical Sciences, 2017
Azadeh Kiapour, Mehran Naghizadeh Qomi
openaire   +1 more source

Bayesian estimation of the parameters of the ARCH and GARCH models using lindley`s approximation

open access: yes, 2020
Autoregressive conditionally heteroscedastic (ARCH) and Generalised ARCH (GARCH) models are used to analyze empirical financial data and capture various stylized facts in financial econometrics. The procedure that is most commonly used for estimating the unknown parameters of ARCH and GARCH model is the maximum likelihood estimation (MLE) method.
openaire   +1 more source

Systemic Risk and Hedge Funds [PDF]

open access: yes
Systemic risk is commonly used to describe the possibility of a series of correlated defaults among financial institutions---typically banks---that occur over a short period of time, often caused by a single major event.
Andrew W. Lo   +3 more
core  

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