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 ...
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 ...
Empirical Bayes is a versatile approach to “learn from a lot” in two ways: first, from a large number of variables and, second, from a potentially large amount of prior information, for example, ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results