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stat.ME2023
Cross-validatory model selection for Bayesian autoregressions with exogenous regressors
Alex Cooper, Dan Simpson, Lauren Kennedy +2
Bayesian cross-validation (CV) is a popular method for predictive model assessment that is simple to implement and broadly applicable. A wide range of CV schemes is available for t…
stat.ME2022
Familial inference: tests for hypotheses on a family of centres
Ryan Thompson, Catherine S. Forbes, Steven N. MacEachern +1
Statistical hypotheses are translations of scientific hypotheses into statements about one or more distributions, often concerning their centre. Tests that assess statistical hypot…
stat.ME2017
A Robust Bayesian Exponentially Tilted Empirical Likelihood Method
Zhichao Liu, Catherine S. Forbes, Heather M. Anderson
This paper proposes a new Bayesian approach for analysing moment condition models in the situation where the data may be contaminated by outliers. The approach builds upon the foun…