Browsing by Author Kohn, Robert

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Showing results 1 to 8 of 8
Issue DateTitleAuthor(s)Citation
2014A copula based Bayesian approach for paid-incurred claims models for non-life insurance reservingDong, Xiaodan; Kohn, Robert; Peters, Gareth; Mathematics & StatisticsA copula based Bayesian approach for paid-incurred claims models for non-life insurance reserving, Insurance: Mathematics and Economics, vol.59, N/A, 2014,pp 258-278
2002Dissecting the Random Component of UtilityHensher, David; Ainslie, Andrew; Cameron, Trudy Ann; Carson, Richard T.; Deshazo, J.R.; Kohn, Robert; Louviere, Jordan J.; Marley, Tony; Street, Deborah; Transport & LogisticsDissecting the Random Component of Utility, Marketing Letters, vol.13,(3),2002,pp 177-193
2002Estimating long-term trends in tropospheric ozone levelsSmith, Michael; Kohn, Robert; Shively, Thomas; Yau, Paul; Operations Management and EconometricsEstimating long-term trends in tropospheric ozone levels, International Statistical Review, vol.70,(1),2002,pp 99-124
2012Modeling Dependence Using Skew t-Copulas: Bayesian Inference and ApplicationsGan, Quan; Kohn, Robert; Smith, Michael; FinanceModeling Dependence Using Skew t-Copulas: Bayesian Inference and Applications, Journal of Applied Econometrics, vol.27, 3, 2012,pp 500-522
2002Parsimonious Covariance Matrix Estimation for Longitudinal DataSmith, Michael; Kohn, Robert; Operations Management and EconometricsParsimonious Covariance Matrix Estimation for Longitudinal Data, Journal of the American Statistical Association, vol.97,(December 2002, No.460 Theory and Methods),2002,pp 1141-1153
2016Particle efficient importance samplingScharth, Marcel; Kohn, Robert; Business AnalyticsParticle efficient importance sampling, Journal of Econometrics, vol.190, 1, 2016,pp 133-147
2017Variational Bayes with Intractable LikelihoodTran, Minh; Kohn, Robert; Nott, David; Business AnalyticsVariational Bayes with Intractable Likelihood, Journal of Computational and Graphical Statistics, vol.26, 4, 2017,pp 873-882
2015Variational Bayes with Intractable LikelihoodTran, Minh; Kohn, Robert; Nott, David; Business AnalyticsVariational Bayes with Intractable Likelihood, Proceedings of the 5th Vietnam National Congress in Probability and Statistics, vol.N/A, 2015, pp. 1-40