A Stochastic Simulation Approach to Model Selection for Stochastic Volatility Models

By Li Yong  

Communications in Statistics: Simulation and Computation, Vol. 40, Iss. 7, 2011-07 ,pp. : 1043-1056

Taylor & Francis Ltd

Access to resources Recommend Favorite

Selection of Multivariate Stochastic Volatility Models via Bayesian Stochastic Search

By Loddo Antonello  

Journal of Business & Economic Statistics, Vol. 29, Iss. 3, 2011-07 ,pp. : 342-355

Taylor & Francis Ltd

Access to resources Recommend Favorite

Bayesian Model Selection and Averaging in Additive and Proportional Hazards Models

By Dunson David  

Lifetime Data Analysis, Vol. 11, Iss. 2, 2005-06 ,pp. : 213-232

Springer Publishing Company

Access to resources Recommend Favorite

Exponential-Bound Property of Estimators and Variable Selection in Generalized Additive Models

By Wang Xiaoming  

Communications in Statistics: Theory and Methods, Vol. 36, Iss. 6, 2007-01 ,pp. : 1105-1122

Taylor & Francis Ltd

Access to resources Recommend Favorite

Variable selection in high-dimensional partly linear additive models

By Lian Heng  

Journal of Nonparametric Statistics, Vol. 24, Iss. 4, 2012-12 ,pp. : 825-839

Taylor & Francis Ltd

Access to resources Recommend Favorite