Bayes estimator

Results: 238



#Item
1A BOOTSTRAP INTERVAL ESTIMATOR FOR BAYES’ CLASSIFICATION ERROR Chad M. Hawes and Carey E. Priebe Johns Hopkins University Department of Applied Mathematics and Statistics Baltimore, MDABSTRACT

A BOOTSTRAP INTERVAL ESTIMATOR FOR BAYES’ CLASSIFICATION ERROR Chad M. Hawes and Carey E. Priebe Johns Hopkins University Department of Applied Mathematics and Statistics Baltimore, MDABSTRACT

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Source URL: www.ams.jhu.edu

Language: English - Date: 2012-08-13 11:26:25
    2Maximum Likelihood and Bayes Modal Ability Estimation in Two-Parametric IRT Models: Derivations and Implementation Norman Rose Institute of Psychology Friedrich Schiller University Jena

    Maximum Likelihood and Bayes Modal Ability Estimation in Two-Parametric IRT Models: Derivations and Implementation Norman Rose Institute of Psychology Friedrich Schiller University Jena

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    Source URL: www.kompetenztest.de

    Language: English
    3Slice sampling in Bayesian estimation of DSGE models

    Slice sampling in Bayesian estimation of DSGE models

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    Source URL: www.macfinrobods.eu

    Language: English - Date: 2015-06-30 02:32:38
    4Testing DSGE models using indirect inference David Meenagh, Patrick Minford, Michael Wickens, Yongdeng Xu March 31, 2016  David Meenagh, Patrick Minford, Michael Wickens,

    Testing DSGE models using indirect inference David Meenagh, Patrick Minford, Michael Wickens, Yongdeng Xu March 31, 2016 David Meenagh, Patrick Minford, Michael Wickens,

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    Source URL: www.imfs-frankfurt.de

    Language: English - Date: 2016-04-13 04:20:18
    5Dynare Working Papers Series http://www.dynare.org/wp/ Indirect Likelihood Inference  Michael Creel

    Dynare Working Papers Series http://www.dynare.org/wp/ Indirect Likelihood Inference Michael Creel

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    Source URL: www.dynare.org

    Language: English - Date: 2011-07-11 10:23:40
    6Incorporating MR, ER and Robustness in Mean Variance Portfolio Choice F. Cavadini, A. Sbuelz, F. Trojani ECAS Course, Lugano, October 7-13, 2001

    Incorporating MR, ER and Robustness in Mean Variance Portfolio Choice F. Cavadini, A. Sbuelz, F. Trojani ECAS Course, Lugano, October 7-13, 2001

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    Source URL: www.istfin.eco.usi.ch

    Language: English - Date: 2009-01-27 08:17:17
    7Reject Options and Confidence Measures for kNN Classifiers∗ Christoph Dalitz Hochschule Niederrhein Fachbereich Elektrotechnik und Informatik Reinarzstr. 49, 47805 Krefeld, Germany

    Reject Options and Confidence Measures for kNN Classifiers∗ Christoph Dalitz Hochschule Niederrhein Fachbereich Elektrotechnik und Informatik Reinarzstr. 49, 47805 Krefeld, Germany

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    Source URL: lionel.kr.hs-niederrhein.de

    Language: English - Date: 2016-04-01 07:04:15
    8Autoregressions in Small Samples, Priors about Observables and Initial Conditions Marek Jaroci´nski European Central Bank Albert Marcet London School of Economics, CEP and CEPR

    Autoregressions in Small Samples, Priors about Observables and Initial Conditions Marek Jaroci´nski European Central Bank Albert Marcet London School of Economics, CEP and CEPR

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    Source URL: www.monfispol.eu

    Language: English - Date: 2011-04-20 14:05:39
    9Online Aggregation for Large MapReduce Jobs Niketan Pansare1 , Vinayak Borkar2 , Chris Jermaine1 , Tyson Condie3 1 Rice University, 2 UC Irvine, 3 Yahoo! Research

    Online Aggregation for Large MapReduce Jobs Niketan Pansare1 , Vinayak Borkar2 , Chris Jermaine1 , Tyson Condie3 1 Rice University, 2 UC Irvine, 3 Yahoo! Research

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    Source URL: asterixdb.ics.uci.edu

    Language: English - Date: 2013-06-06 15:43:58
    10Bayesian alternatives to null-hypothesis significance testing for repeated-measures designs

    Bayesian alternatives to null-hypothesis significance testing for repeated-measures designs

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    Source URL: web.uvic.ca

    Language: English - Date: 2016-06-20 20:18:09