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CSSC
2010
13 years 3 months ago
2010
This paper investigates an efficient estimation method for a class of switching regressions based on the characteristic function (CF). We show that with the exponential weighting ...
CSSC
2010
13 years 6 months ago
2010
: An example was given in the textbook All of Statistics (Wasserman, 2004, pages 186-188) for arguing that, in the problems with a great many parameters Bayesian inferences are wea...