| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A Fisher-scoring algorithm for fitting latent class models with individual covariates
|
Forcina, Antonio
|
|
2017
|
3 |
C |
p. 132-140
9 p.
|
artikel
|
| 2 |
A mixture of SDB skew-t factor analyzers
|
Murray, Paula M.
|
|
2017
|
3 |
C |
p. 160-168
9 p.
|
artikel
|
| 3 |
Bayesian online variable selection and scalable multivariate volatility forecasting in simultaneous graphical dynamic linear models
|
Gruber, Lutz F.
|
|
2017
|
3 |
C |
p. 3-22
20 p.
|
artikel
|
| 4 |
Cholesky realized stochastic volatility model
|
Shirota, Shinichiro
|
|
2017
|
3 |
C |
p. 34-59
26 p.
|
artikel
|
| 5 |
Evolutionary clustering for categorical data using parametric links among multinomial mixture models
|
Hasnat, Md. Abul
|
|
2017
|
3 |
C |
p. 141-159
19 p.
|
artikel
|
| 6 |
Incorporating unobserved heterogeneity in Weibull survival models: A Bayesian approach
|
Vallejos, Catalina A.
|
|
2017
|
3 |
C |
p. 73-88
16 p.
|
artikel
|
| 7 |
Misspecification test for random effects in generalized linear finite-mixture models for clustered binary and ordered data
|
Bartolucci, Francesco
|
|
2017
|
3 |
C |
p. 112-131
20 p.
|
artikel
|
| 8 |
On efficient Bayesian inference for models with stochastic volatility
|
Sakaria, D.K.
|
|
2017
|
3 |
C |
p. 23-33
11 p.
|
artikel
|
| 9 |
On limiting distribution of quasi-posteriors under partial identification
|
Jiang, Wenxin
|
|
2017
|
3 |
C |
p. 60-72
13 p.
|
artikel
|
| 10 |
Robust normal mixtures for financial portfolio allocation
|
Gambacciani, Marco
|
|
2017
|
3 |
C |
p. 91-111
21 p.
|
artikel
|
| 11 |
Special issue on Bayesian methods in statistics and econometrics
|
Choi, Taeryon
|
|
2017
|
3 |
C |
p. 1-2
2 p.
|
artikel
|
| 12 |
Special issue on mixture models
|
Hinde, John
|
|
2017
|
3 |
C |
p. 89-90
2 p.
|
artikel
|
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