8 citations · 14 across the 4 of their papers we have counts for
4 papers
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…
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…
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…
A study of counts of Bernoulli strings via conditional Poisson processes
Fred W. Huffer, Jayaram Sethuraman, Sunder Sethuraman
We say that a string of length occurs, in a Bernoulli sequence, if a success is followed by exactly failures before the next success. The counts of such -strings are…