Comparison of Bayesian Model Selection Criteria and Conditional Kolmogorov Test as Applied to Spot Asset Pricing Models

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2011.595869 ◽

2013 ◽

Vol 42 (9) ◽

pp. 1599-1617

Author(s):

Xiangjin Shen ◽

Hiroki Tsurumi

Keyword(s):

Asset Pricing ◽

Model Selection ◽

Bayesian Model ◽

Selection Criteria ◽

Bayesian Model Selection ◽

Pricing Models ◽

Model Selection Criteria ◽

Kolmogorov Test ◽

Asset Pricing Models

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The (in)stability of Bayesian model selection criteria in disease mapping

Spatial Statistics ◽

10.1016/j.spasta.2021.100502 ◽

2021 ◽

Vol 43 ◽

pp. 100502

Author(s):

M. Vranckx ◽

T. Neyens ◽

C. Faes

Keyword(s):

Model Selection ◽

Bayesian Model ◽

Selection Criteria ◽

Disease Mapping ◽

Bayesian Model Selection ◽

Model Selection Criteria

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Various Bayesian model selection criteria

Bayesian Model Selection and Statistical Modeling - Statistics: A Series of Textbooks and Monographs ◽

10.1201/ebk1439836149-c7 ◽

2010 ◽

pp. 199-234

Keyword(s):

Model Selection ◽

Bayesian Model ◽

Selection Criteria ◽

Bayesian Model Selection ◽

Model Selection Criteria

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Effective Sentiment Analysis Based on Term Evaluation by Bayesian Model Selection Criteria

2013 2nd IAPR Asian Conference on Pattern Recognition ◽

10.1109/acpr.2013.162 ◽

2013 ◽

Author(s):

Dae-Ki Kang

Keyword(s):

Model Selection ◽

Sentiment Analysis ◽

Bayesian Model ◽

Selection Criteria ◽

Bayesian Model Selection ◽

Model Selection Criteria ◽

Term Evaluation

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Performances of Bayesian model selection criteria for generalized linear models with non-ignorably missing covariates

Journal of Statistical Computation and Simulation ◽

10.1080/00949655.2012.760089 ◽

2013 ◽

Vol 84 (8) ◽

pp. 1670-1691 ◽

Author(s):

Zeynep Kalaylioglu

Keyword(s):

Model Selection ◽

Generalized Linear Models ◽

Bayesian Model ◽

Selection Criteria ◽

Linear Models ◽

Bayesian Model Selection ◽

Missing Covariates ◽

Model Selection Criteria

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A Comparative Study of Bayesian Model Selection Criteria for Capture-Recapture Models for Closed Populations

Journal of Modern Applied Statistical Methods ◽

10.22237/jmasm/1241136300 ◽

2009 ◽

Vol 8 (1) ◽

pp. 68-80 ◽

Author(s):

Ross M. Gosky ◽

Sujit K. Ghosh

Keyword(s):

Model Selection ◽

Comparative Study ◽

Bayesian Model ◽

Selection Criteria ◽

Bayesian Model Selection ◽

Model Selection Criteria ◽

Capture Recapture ◽

Closed Populations

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Comparison of Bayesian Model Selection Criteria in Fay-Herriot Model

The Korean Data Analysis Society ◽

10.37727/jkdas.2018.20.5.2333 ◽

2018 ◽

Vol 20 (5) ◽

pp. 2333-2342

Author(s):

Seonmi Pi ◽

Jinseub Hwang

Keyword(s):

Model Selection ◽

Bayesian Model ◽

Selection Criteria ◽

Bayesian Model Selection ◽

Model Selection Criteria

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Dependence of Bayesian Model Selection Criteria and Fisher Information Matrix on Sample Size

Mathematical Geosciences ◽

10.1007/s11004-011-9359-0 ◽

2011 ◽

Vol 43 (8) ◽

pp. 971-993 ◽

Author(s):

Dan Lu ◽

Ming Ye ◽

Shlomo P. Neuman

Keyword(s):

Model Selection ◽

Sample Size ◽

Fisher Information ◽

Bayesian Model ◽

Selection Criteria ◽

Fisher Information Matrix ◽

Information Matrix ◽

Bayesian Model Selection ◽

Model Selection Criteria

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Various Bayesian model selection criteria

Bayesian Model Selection and Statistical Modeling ◽

10.1201/ebk1439836149-9 ◽

2010 ◽

pp. 213-248

Keyword(s):

Model Selection ◽

Bayesian Model ◽

Selection Criteria ◽

Bayesian Model Selection ◽

Model Selection Criteria

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Evaluating Asset Pricing Models Using the Second Hansen-Jagannathan Distance

SSRN Electronic Journal ◽

10.2139/ssrn.1107054 ◽

2008 ◽

Author(s):

Haitao Li ◽

Yuewu Xu ◽

Xiaoyan Zhang

Keyword(s):

Asset Pricing ◽

Pricing Models ◽

Asset Pricing Models

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On the Estimation of Asset Pricing Models Using Univariate Betas

SSRN Electronic Journal ◽

10.2139/ssrn.1330183 ◽

2009 ◽

Author(s):

Raymond Kan ◽

Cesare Robotti

Keyword(s):

Asset Pricing ◽

Pricing Models ◽

Asset Pricing Models

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