195 citations · 408 across the 22 of their papers we have counts for
Showing 2012 · stat.APShow all
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stat.AP2012★ 3 cited
Tobit Bayesian Model Averaging and the Determinants of Foreign Direct Investment
Alexander Jordan, Alex Lenkoski
We develop a fully Bayesian, computationally efficient framework for incorporating model uncertainty into Type II Tobit models and apply this to the investigation of the determinan…
stat.AP2012★ 135 cited
Multivariate probabilistic forecasting using Bayesian model averaging and copulas
Annette Möller, Alex Lenkoski, Thordis L. Thorarinsdottir
We propose a method for post-processing an ensemble of multivariate forecasts in order to obtain a joint predictive distribution of weather. Our method utilizes existing univariate…