Sankhyā: The Indian Journal of Statistics, Series B (1960-2002), Vol. 33, No. 3/4 (Dec., 1971), pp. 217-224 (8 pages) Suppose that ${\rm L}(\psi,\theta)=(\psi ...
Sankhyā: The Indian Journal of Statistics, Series A (2008-), Vol. 76, No. 1 (February 2014), pp. 25-47 (23 pages) We consider the problem of estimating the sum of squared means when the data (x₁ ,. . ...
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 ...
After taking it on the chin for previously reporting Bayesian estimates, actual 2-year data from the EVOLUT Low Risk trial confirm that transcatheter aortic valve replacement (TAVR) is noninferior to ...
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