Bayesian predictive information criterion for the evaluation of hierarchical Bayesian and empirical Bayes models
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- José L. Gallizo & Jordi Moreno & Manuel Salvador, 2016. "Banking Efficiency in the Enlarged European Union: Financial Crisis and Convergence," International Finance, Wiley Blackwell, vol. 19(1), pages 66-88, April.
- Yuki Kawakubo & Tatsuya Kubokawa & Muni S. Srivastava, 2015. "A Variant of AIC Using Bayesian Marginal Likelihood," CIRJE F-Series CIRJE-F-971, CIRJE, Faculty of Economics, University of Tokyo.
- Wang, Yixin & So, Mike K.P., 2016. "A Bayesian hierarchical model for spatial extremes with multiple durations," Computational Statistics & Data Analysis, Elsevier, vol. 95(C), pages 39-56.
- repec:bla:biomet:v:73:y:2017:i:1:p:52-62 is not listed on IDEAS
- Ando, Tomohiro, 2009. "Bayesian inference for the hazard term structure with functional predictors using Bayesian predictive information criteria," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 1925-1939, April.
- repec:spr:sankhb:v:80:y:2018:i:1:d:10.1007_s13571-018-0152-7 is not listed on IDEAS
- Ando, Tomohiro, 2009. "Bayesian portfolio selection using a multifactor model," International Journal of Forecasting, Elsevier, vol. 25(3), pages 550-566, July.
- So, Mike K.P. & Chan, Raymond K.S., 2014. "Bayesian analysis of tail asymmetry based on a threshold extreme value model," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 568-587.
- Bai, Jushan & Ando, Tomohiro, 2013. "Multifactor asset pricing with a large number of observable risk factors and unobservable common and group-specific factors," MPRA Paper 52785, University Library of Munich, Germany, revised Dec 2013.
- Tsay, Ruey S. & Ando, Tomohiro, 2012. "Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3345-3365.
- Zellner, Arnold & Ando, Tomohiro, 2010. "A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model," Journal of Econometrics, Elsevier, vol. 159(1), pages 33-45, November.
- Nandram Balgobin, 2016. "Bayesian Predictive Inference of a Proportion Under a Twofold Small-Area Model," Journal of Official Statistics, Sciendo, vol. 32(1), pages 187-208, March.
- repec:taf:japsta:v:44:y:2017:i:11:p:2052-2074 is not listed on IDEAS
- Ando, Tomohiro & Tsay, Ruey, 2010. "Predictive likelihood for Bayesian model selection and averaging," International Journal of Forecasting, Elsevier, vol. 26(4), pages 744-763, October.
- Abanto-Valle, C.A. & Bandyopadhyay, D. & Lachos, V.H. & Enriquez, I., 2010. "Robust Bayesian analysis of heavy-tailed stochastic volatility models using scale mixtures of normal distributions," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 2883-2898, December.
- Ando, Tomohiro, 2009. "Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood," Journal of Multivariate Analysis, Elsevier, vol. 100(8), pages 1717-1726, September.
- Liang Yulan & Kelemen Arpad, 2016. "Bayesian state space models for dynamic genetic network construction across multiple tissues," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 15(4), pages 273-290, August.
- repec:spr:psycho:v:82:y:2017:i:2:d:10.1007_s11336-016-9530-0 is not listed on IDEAS
- Tomohiro Ando, 2012. "Bayesian portfolio selection under a multifactor asset return model with predictive model selection," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 14(1/2), pages 77-101.
- Zellner, Arnold & Ando, Tomohiro, 2010. "Bayesian and non-Bayesian analysis of the seemingly unrelated regression model with Student-t errors, and its application for forecasting," International Journal of Forecasting, Elsevier, vol. 26(2), pages 413-434, April.
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