We investigate kernel estimators of multivariate density derivative functions using general (or unconstrained) bandwidth matrix selectors. These density derivative estimators have been relatively less well researched than ...
In this paper, we consider an initial-boundary value problem for the following nonlinear telegraph equation Utt - U xx + 2au, + bu = f3(u 2 )xx, where t > 0, a, band (3 are constants. For the case b > a2 , we establish ...
Interpretation of continuous measurements in microenvironmental studies and exposure assessments can be complicated by autocorrelation, the implications of which are often not fully addressed. We discuss some statistical ...
Hogan, Warren(ANU College of Business & Economics, 2009)
The Australian Government's guarantee of funds lodged with deposit-taking entities in Australia, and of security issues by Australian banks, has fostered support for smaller and less well-placed financial entities compared ...
Dynamical systems with components whose sizes evolve according to multiplicative stochastic rules have been recently combined with entry and exit processes. We show that the assumptions usually made in modeling exits are ...
An important problem in shape analysis is to match configurations of points in space after filtering out some geometrical transformation. In this paper we introduce hierarchical models for such tasks, in which the points ...
Penalized splines can be viewed as BLUPs in a mixed model framework, which allows the use of mixed model software for smoothing. Thus, software originally developed for Bayesian analysis of mixed models can be used for ...
This paper focuses on the estimation of some models in finance and in particular, in interest rates. We analyse discretized versions of the constant elasticity of variance (CEV) models where the normal law showing up in ...
We propose a Bayesian model for physiologically based pharmacokinetics of 1,3-butadiene (BD). BD is classified as a suspected human carcinogen and exposure to it is common, especially through cigarette smoke as well as in ...
Abstract: In this paper, an attempt is made to show a general solution to nonlinear and/or non-Gaussian state-space modeling in a Bayesian framework, which corresponds to an extension of Carlin et al. (J. Amer. Statist. ...
Hurn, M; Green, Peter; Al-Awadhi, F(Blackwell Publishing, 2008)
The Sloan digital sky survey is an extremely large astronomical survey that is conducted with the intention of mapping more than a quarter of the sky. Among the data that it is generating are spectroscopic and photometric ...
This article uses a Bayesian hierarchical model to quantify the adverse health effects associated with in-utero exposure to methylmercury. By allowing for study-to-study as well as outcome-to-outcome variability, the ...
Simple financial ratios such as book-to-market are often used to identify value stocks. This paper examines the extent to which fundamental accounting information can be used to better identify truly undervalued value ...
An important component of quantitative risk assessment involves characterizing the dose-response relationship between an environmental exposure and adverse health outcome and then computing a benchmark dose, or the exposure ...
This paper establishes a general framework for Bayesian model-based clustering, in which subset labels are exchangeable, and items are also exchangeable, possibly up to covariate e?ects. It is rich enough to encompass a ...
Background: Matching functional sites is a key problem for the understanding of protein function and evolution. The commonly used graph theoretic approach, and other related approaches, require adjustment of a matching ...
We solve explicitly a Bayesian sequential estimation problem for the drift parameter of a fractional Brownian motion under the assumptions that a prior density of is Gaussian and that a penalty function is quadratic or ...