8 citations · 14 across the 3 of their papers we have counts for
3 papers
stat.AP2020★ 4 cited
Time-Varying Gaussian-Cauchy Mixture Models for Financial Risk Management
Shuguang Zhang, Minjing Tao, Xu-Feng Niu +1
There are various metrics for financial risk, such as value at risk (VaR), expected shortfall, expected/unexpected loss, etc. When estimating these metrics, it was very common to a…
stat.AP2020★ 2 cited
A comparison of Bayesian accelerated failure time models with spatially varying coefficients
Guanyu Hu, Yishu Xue, Fred Huffer
The accelerated failure time (AFT) model is a commonly used tool in analyzing survival data. In public health studies, data is often collected from medical service providers in dif…
stat.AP2019★ 8 cited
New Development of Bayesian Variable Selection Criteria for Spatial Point Process with Applications
Guanyu Hu, Fred Huffer, Ming-Hui Chen
Selecting important spatial-dependent variables under the nonhomogeneous spatial Poisson process model is an important topic of great current interest. In this paper, we use the De…