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Dynamic Bayesian beta models

  • Published:2011-06 Issue:6 Volume:55 Page:2074-2089
  • ISSN:0167-9473
  • Container-title:Computational Statistics & Data Analysis
  • language:en
  • Short-container-title:Computational Statistics & Data Analysis

Author:

da-Silva C.Q.,Migon H.S.,Correia L.T.

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics,Statistics and Probability

Reference22 articles.

1. Albi, M., Migon, H.S., da-Silva, C.Q., (2009). Bayesian inference for the beta distribution. Technical Report-RTPE07-Dep. Estatística-UnB.

2. A Markov process with beta marginal distribution;Azzalini;Statistica,1984

3. Bayesian Inference in Statistical Analysis;Box,1973

4. Bayesian beta regression: applications to household expenditure data and genetic distance between foot- and-mouth disease viruses;Branscum;Australian & New Zealand Journal of Statistics,2007

5. Recovery rates, default probabilities, and credit cycle;Bruche;Journal of Banking and Finance,2010

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