BAYESIAN MODEL AVERAGING AND BAYESIAN PREDICTIVE INFORMATION CRITERION FOR MODEL SELECTION

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概要

• 論文の詳細を見る
• 一般社団法人日本統計学会の論文

著者

• Ando Tomohiro

  Graduate School Of Business Administration Keio University

関連論文

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• BAYESIAN INFERENCE FOR NONLINEAR AND NON-GAUSSIAN STOCHASTIC VOLATILITY MODEL WITH LEVERAGE EFFECT
• BAYESIAN MODEL AVERAGING AND BAYESIAN PREDICTIVE INFORMATION CRITERION FOR MODEL SELECTION

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