Journal of the Royal Statistical Society. Series A (Statistics in Society), Vol. 181, No. 3 (2018), pp. 635-647 (13 pages) Statistical agencies are increasingly adopting synthetic data methods for ...

Journal of Business & Economic Statistics, Vol. 34, No. 4, Special Issue on Big Data (October 2016), pp. 661-672 (12 pages) Randomized controlled trials play an important role in how Internet ...

Bayesian nonparametric mixture models represent a powerful statistical framework that extends traditional mixture modelling by allowing the number of mixture components to be inferred from the data ...

The covariance matrix of asset returns is the key input for many problems in finance and economics. This paper introduces a Bayesian nonparametric method to estimate the ex post covariance matrix from ...

Bayesian analysis offers a robust framework for deciphering the intricate dynamics of time series data. By treating unknown parameters as random variables, this approach incorporates prior information ...