Bayesian estimation methods form a dynamic branch of statistical inference, utilising Bayes’ theorem to update probabilities in light of new evidence. This framework combines prior knowledge with ...

Animals living in groups make movement decisions that depend, among other factors, on social interactions with other group members. Our present understanding of social rules in animal collectives is ...

Journal of the Royal Statistical Society. Series A (Statistics in Society), Vol. 180, No. 4 (OCTOBER 2017), pp. 1191-1209 (19 pages) Area level models, such as the Fay–Herriot model, aim to improve ...

The paper constructs a new output gap measure for Vietnam by applying Bayesian methods to a two-equation AS-AD model, while treating the output gap as an unobservable series to be estimated together ...

The empirical Bayes estimation is based on Bayes statistics. It integrates a correlation method with statistical estimations to integrate prior knowledge or beliefs about the parameters of the dataset ...

We suggest a new method for integrating volatility information for estimating the value-at-risk and conditional value-at-risk of a portfolio. This new method is developed from the perspective of ...

Under certain rather prevalent conditions (driven by dynamical orbital evolution), a hierarchical triple stellar system can be well approximated, from the standpoint of orbital parameter estimation, ...

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 ...

Extended educational sessions that offer attendees the opportunity to learn research methods and techniques from prominent ...

Before the outbreak of coronavirus, the seasonal flu was one of the most dangerous infectious diseases, but a lot of people have trouble telling the difference between a flu and a cold by their ...