Items where Author is "Frühwirth-Schnatter, Sylvia"

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Number of items: 31.

Article

Bitto, Angela and Frühwirth-Schnatter, Sylvia (2019) Achieving shrinkage in a time-varying parameter model framework. Journal of Econometrics, 210 (1). pp. 75-97. ISSN 03044076

Frühwirth-Schnatter, Sylvia and Malsiner-Walli, Gertraud (2019) From here to infinity: sparse finite versus Dirichlet process mixtures in model-based clustering. Advances in Data Analysis and Classification, 13 (1). pp. 33-64. ISSN 1862-5355

Frühwirth-Schnatter, Sylvia and Pittner, Stefan and Weber, Andrea and Winter-Ebmer, Rudolf (2018) Analysing plant closure effects using time-varying mixture-of-experts Markov chain clustering. The Annals of Applied Statistics, 12 (3). pp. 1796-1830. ISSN 1932-6157

Malsiner-Walli, Gertraud and Frühwirth-Schnatter, Sylvia and Grün, Bettina (2017) Identifying mixtures of mixtures using Bayesian estimation. Journal of Computational and Graphical Statistics, 26 (2). pp. 285-295. ISSN 1537-2715

Malsiner-Walli, Gertraud and Frühwirth-Schnatter, Sylvia and Grün, Bettina (2016) Model-based clustering based on sparse finite Gaussian mixtures. Statistics and Computing, 26 (1). pp. 303-324. ISSN 1573-1375

Frühwirth, Rudolf and Eckstein, Korbinian and Frühwirth-Schnatter, Sylvia (2016) Vertex finding by sparse model-based clustering. Journal of Physics: Conference Series, 762 (1). pp. 1-5. ISSN 1742-6596

Conti, Gabriella and Frühwirth-Schnatter, Sylvia and Heckman, James J. and Piatek, Rémi (2014) Bayesian exploratory factor analysis. Journal of Econometrics, 183 (1). pp. 31-57. ISSN 03044076

Frühwirth-Schnatter, Sylvia and Frühwirth, Rudolf (2012) Bayesian Inference in the Multinomial Logit Model. Austrian Journal of Statistics, 41 (1). pp. 27-43. ISSN 1026-597X

Reichl, Johannes and Frühwirth-Schnatter, Sylvia (2011) A Censored Random Coefficients Model for the Detection of Zero Willingness to Pay. Quantitative Marketing and Economics, 10 (2). pp. 259-281. ISSN 1573-711X

Paper

Kastner, Gregor and Frühwirth-Schnatter, Sylvia and Lopes, Hedibert Freitas (2016) Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models. Research Report Series / Department of Statistics and Mathematics, 128. WU Vienna University of Economics and Business, Vienna.

Kastner, Gregor and Frühwirth-Schnatter, Sylvia (2013) Ancillarity-Sufficiency Interweaving Strategy (ASIS) for Boosting MCMC Estimation of Stochastic Volatility Models. Research Report Series / Department of Statistics and Mathematics, 121. WU Vienna University of Economics and Business, Vienna.

Frühwirth-Schnatter, Sylvia and Tüchler, Regina (2004) Bayesian parsimonious covariance estimation for hierarchical linear mixed models. Research Report Series / Department of Statistics and Mathematics, 11. Institut für Statistik und Mathematik, WU Vienna University of Economics and Business, Vienna.

Miazhynskaia, Tatiana and Frühwirth-Schnatter, Sylvia and Dorffner, Georg (2003) A comparison of Bayesian model selection based on MCMC with an application to GARCH-type models. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 83. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Frühwirth-Schnatter, Sylvia and Tüchler, Regina and Otter, Thomas (2002) Bayesian analysis of the heterogeneity model. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 72. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Otter, Thomas and Tüchler, Regina and Frühwirth-Schnatter, Sylvia (2002) Bayesian latent class metric conjoint analysis. A case study from the Austrian mineral water market. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 71. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Frühwirth-Schnatter, Sylvia and Otter, Thomas and Tüchler, Regina (2002) A Fully Bayesian Analysis of Multivariate Latent Class Models with an Application to Metric Conjoint Analysis. Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 89. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Tüchler, Regina and Frühwirth-Schnatter, Sylvia and Otter, Thomas (2002) The Heterogeneity Model and its Special Cases. An Illustrative Comparison. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 73. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Frühwirth-Schnatter, Sylvia (2002) Model Likelihoods and Bayes Factors for Switching and Mixture Models. Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science", 70. SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, Vienna.

Kaufmann, Sylvia and Frühwirth-Schnatter, Sylvia (2000) Bayesian Analysis of Switching ARCH Models. Forschungsberichte / Institut für Statistik, 72. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Frühwirth-Schnatter, Sylvia and Otter, Thomas and Tüchler, Regina (2000) Fully Bayesian Analysis of Multivariate Latent Class Models with an Application to Metric Conjoint Analysis. Forschungsberichte / Institut für Statistik, 74. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Frühwirth-Schnatter, Sylvia (2000) Fully Bayesian Analysis of Switching Gaussian State Space Models. Forschungsberichte / Institut für Statistik, 73. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Frühwirth-Schnatter, Sylvia (2000) Model Likelihoods and Bayes Factors for Switching and Mixture Models. Forschungsberichte / Institut für Statistik, 71. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Frühwirth-Schnatter, Sylvia and Otter, Thomas (1999) Conjoint Analysis Using Mixed Effect Models. Forschungsberichte / Institut für Statistik, 65. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Frühwirth-Schnatter, Sylvia (1998) MCMC Estimation of Classical and Dynamic Switching and Mixture Models. Forschungsberichte / Institut für Statistik, 61. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Frühwirth-Schnatter, Sylvia (1994) Recursive Residuals and Model Diagnostics for Normal and Non-Normal State Space Models. Forschungsberichte / Institut für Statistik, 40. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Frühwirth-Schnatter, Sylvia (1993) Applied State Space Modelling of Non-Gaussian Time Series using Integration-based Kalman-filtering. Forschungsberichte / Institut für Statistik, 35. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Frühwirth-Schnatter, Sylvia (1993) Bayesian Model Discrimination and Bayes Factors for Normal Linear State Space Models. Forschungsberichte / Institut für Statistik, 33. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Frühwirth-Schnatter, Sylvia (1992) Data Augmentation and Dynamic Linear Models. Forschungsberichte / Institut für Statistik, 28. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Frühwirth-Schnatter, Sylvia (1991) Das Unbeobachtbare erfassen - Dynamische stochastische Modelle in den Umweltwissenschaften. Forschungsberichte / Institut für Statistik, 19. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Frühwirth-Schnatter, Sylvia (1991) Monitoring von ökologischen und biometrischen Prozessen mit statistischen Filtern. Forschungsberichte / Institut für Statistik, 18. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Frühwirth-Schnatter, Sylvia (1990) On Fuzzy Bayesian Inference. Forschungsberichte / Institut für Statistik, 17. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

This list was generated on Thu Nov 21 01:46:45 2019 CET.