Journal of the Royal Statistical Society. Series B (Statistical Methodology), Vol. 71, No. 3 (Jun., 2009), pp. 593-613 (21 pages) We propose a generic on-line (also sometimes called adaptive or ...

In accordance with general principles recommended by the International Committee for Standardization in Haematology (1982, Journal of Clinical Pathology 35, 1320-1322), we have developed statistical ...

The least absolute shrinkage and selection operator (Lasso) estimation of regression coefficients can be expressed as Bayesian posterior mode estimation of the regression coefficients under various ...

Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation This paper shows that the Expectation-Maximization (EM) algorithm for regime-switching dynamic factor models provides ...