Bayesian predictive density estimation represents a cornerstone of modern statistical inference by integrating prior knowledge with observed data to produce a predictive distribution for future ...

A study is made of the simple empirical Bayes estimators proposed by Robbins (1956). These estimators are compared with `best' conventional estimators in terms of ...

New estimators for the parameters in the linear regression model are presented, using not only the usual random sample of observations, but also past experience in the form of previous estimates of ...

Bayesian inference has emerged as a powerful tool in the analysis of queueing systems, blending probability theory with statistical estimation to update beliefs about system parameters as new data ...

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 ...

This course is available on the MSc in Applied Social Data Science, MSc in Data Science, MSc in Econometrics and Mathematical Economics, MSc in Health Data Science, MSc in Operations Research & ...