52 citations · 99 across the 10 of their papers we have counts for
Showing 2017Show all
2 papers · 1 filter
stat.ME2017★ 52 cited
Time series experiments and causal estimands: exact randomization tests and trading
Iavor Bojinov, Neil Shephard
We define causal estimands for experiments on single time series, extending the potential outcome framework to dealing with temporal data. Our approach allows the estimation of som…
stat.ME2017★ 1 cited
A Nonparametric Bayesian Approach to Copula Estimation
Shaoyang Ning, Neil Shephard
We propose a novel Dirichlet-based Pólya tree (D-P tree) prior on the copula and based on the D-P tree prior, a nonparametric Bayesian inference procedure. Through theoretical anal…