Risk

Bayesian nonparametric covariance estimation with noisy and nonsynchronous asset prices

The covariance matrix of asset returns is the key input for many problems in finance and economics. This paper introduces a Bayesian nonparametric method to estimate the ex post covariance matrix from ...
Insurancenewsnet.com

Research from Towson University Provides New Study Findings on Risk Management (Bayesian Inference for the Loss Models via Mixture Priors): Insurance – Risk Management

2023 SEP 19 (NewsRx) -- By a News Reporter-Staff News Editor at Insurance Daily News-- New research on risk management is the subject of a new report. According to news originating from Towson, ...
JSTOR Daily

Performance of Empirical Bayes Estimators of Level-2 Random Parameters in Multilevel Analysis: A Monte Carlo Study for Longitudinal Designs

Multilevel analysis is a useful technique for analyzing longitudinal data. To describe a person's development across time, the quality of the estimates of the random coefficients, which relate time to ...
JSTOR Daily

Solutions to Empirical Bayes Squared Error Loss Estimation Problems

Asymptotically optimal empirical Bayes squared error loss estimation procedures are developed for three families of continuous distributions, uniform $(0, \theta ...
National Academies of Sciences%2c Engineering%2c and Medicine

Reproducibility and Replicability in Science

Suggested Citation: "Appendix D: Using Bayes Analysis for Hypothesis Testing." National Academies of Sciences, Engineering, and Medicine. 2019. Reproducibility and ...