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There are 1487 results for: content related to: ‘The usefulness of Bayesian optimal designs for discrete choice experiments’ by Roselinde Kessels, Bradley Jones, Peter Goos and Martina Vandebroek

  1. Start-up demonstration tests: models, methods and applications, with some unifications

    Applied Stochastic Models in Business and Industry

    Volume 30, Issue 4, July/August 2014, Pages: 373–413, N. Balakrishnan, M.V. Koutras and F.S. Milienos

    Version of Record online : 10 JUN 2014, DOI: 10.1002/asmb.2040

  2. Some aspects of stationary characteristics and optimal control of the BMAP ∕ G − G ∕ 1 ∕ N( ∞ ) oscillating queueing system

    Applied Stochastic Models in Business and Industry

    Volume 31, Issue 2, March/April 2015, Pages: 204–230, A.D. Banik

    Version of Record online : 20 FEB 2014, DOI: 10.1002/asmb.2025

  3. On spatial contagion and multivariate GARCH models

    Applied Stochastic Models in Business and Industry

    Volume 30, Issue 3, May/June 2014, Pages: 303–327, Piotr Jaworski and Marcin Pitera

    Version of Record online : 25 APR 2013, DOI: 10.1002/asmb.1977

  4. Efficient performance evaluation of the generalized Shiryaev–Roberts detection procedure in a multi-cyclic setup

    Applied Stochastic Models in Business and Industry

    Volume 30, Issue 6, November/December 2014, Pages: 723–739, Aleksey S. Polunchenko, Grigory Sokolov and Wenyu Du

    Version of Record online : 17 MAR 2014, DOI: 10.1002/asmb.2026

  5. Option pricing when asset returns jump interruptedly

    Applied Stochastic Models in Business and Industry

    Volume 29, Issue 5, September/October 2013, Pages: 527–551, Daniel Wei-Chung Miao and Steve Hsin-Ting Yu

    Version of Record online : 11 JUL 2012, DOI: 10.1002/asmb.1935

  6. Stochastic ordering properties for systems with dependent identically distributed components

    Applied Stochastic Models in Business and Industry

    Volume 29, Issue 3, May/June 2013, Pages: 264–278, Jorge Navarro, Yolanda del Águila, Miguel A. Sordo and Alfonso Suárez-Llorens

    Version of Record online : 17 JUL 2012, DOI: 10.1002/asmb.1917

  7. On a compound Poisson risk model with dependence and in the presence of a constant dividend barrier

    Applied Stochastic Models in Business and Industry

    Volume 30, Issue 2, March/April 2014, Pages: 82–98, Hélène Cossette, Etienne Marceau and Fouad Marri

    Version of Record online : 14 SEP 2012, DOI: 10.1002/asmb.1928

  8. COPAR—multivariate time series modeling using the copula autoregressive model

    Applied Stochastic Models in Business and Industry

    Volume 31, Issue 4, July/August 2015, Pages: 495–514, Eike Christian Brechmann and Claudia Czado

    Version of Record online : 9 JUN 2014, DOI: 10.1002/asmb.2043

  9. Bayesian estimation of nonlinear equilibrium models with random coefficients

    Applied Stochastic Models in Business and Industry

    Volume 31, Issue 4, July/August 2015, Pages: 435–456, V. Brian Viard, Anne Gron and Nicholas G. Polson

    Version of Record online : 4 MAY 2014, DOI: 10.1002/asmb.2036

  10. L1 penalty and shrinkage estimation in partially linear models with random coefficient autoregressive errors

    Applied Stochastic Models in Business and Industry

    Volume 28, Issue 3, May/June 2012, Pages: 236–250, Saber Fallahpour, S. Ejaz Ahmed and Kjell A. Doksum

    Version of Record online : 15 NOV 2011, DOI: 10.1002/asmb.933

  11. Full and 1-year runoff risk in the credibility-based additive loss reserving method

    Applied Stochastic Models in Business and Industry

    Volume 28, Issue 4, July/August 2012, Pages: 362–380, Michael Merz and Mario V. Wüthrich

    Version of Record online : 8 SEP 2011, DOI: 10.1002/asmb.915

  12. Multivariate risk models under heavy-tailed risks

    Applied Stochastic Models in Business and Industry

    Volume 30, Issue 3, May/June 2014, Pages: 341–360, Wei Huang, Chengguo Weng and Yi Zhang

    Version of Record online : 2 MAY 2013, DOI: 10.1002/asmb.1981

  13. Multivariate conditional hazard rate functions – an overview

    Applied Stochastic Models in Business and Industry

    Volume 31, Issue 3, May/June 2015, Pages: 285–296, Moshe Shaked and J. George Shanthikumar

    Version of Record online : 12 FEB 2014, DOI: 10.1002/asmb.2020

  14. Local risk-minimization with longevity bonds

    Applied Stochastic Models in Business and Industry

    Volume 31, Issue 2, March/April 2015, Pages: 241–263, Lars Frederik Brandt Henriksen and Thomas Møller

    Version of Record online : 6 MAR 2014, DOI: 10.1002/asmb.2028

  15. Estimation of nonstrict Archimedean copulas and its application to quantum networks

    Applied Stochastic Models in Business and Industry

    Volume 31, Issue 4, July/August 2015, Pages: 464–482, Sandra König, Hannes Kazianka, Jürgen Pilz and Johannes Temme

    Version of Record online : 8 MAY 2014, DOI: 10.1002/asmb.2039

  16. Intensity-based estimation of extreme loss event probability and value at risk

    Applied Stochastic Models in Business and Industry

    Volume 29, Issue 3, May/June 2013, Pages: 171–186, Kamal Hamidieh, Stilian Stoev and George Michailidis

    Version of Record online : 4 NOV 2012, DOI: 10.1002/asmb.1915

  17. Arc length asymptotics for multivariate time series

    Applied Stochastic Models in Business and Industry

    Volume 31, Issue 2, March/April 2015, Pages: 264–281, Tharanga D. Wickramarachchi, Colin Gallagher and Robert Lund

    Version of Record online : 27 MAR 2014, DOI: 10.1002/asmb.2030

  18. Diagnosing and modeling extra-binomial variation for time-dependent counts

    Applied Stochastic Models in Business and Industry

    Volume 30, Issue 5, September/October 2014, Pages: 588–608, Christian H. Weiß and Hee-Young Kim

    Version of Record online : 21 NOV 2013, DOI: 10.1002/asmb.2005

  19. Forecasting retained earnings of privately held companies with PCA and L1 regression

    Applied Stochastic Models in Business and Industry

    Volume 30, Issue 3, May/June 2014, Pages: 271–293, Harish S. Bhat and Dan Zaelit

    Version of Record online : 2 APR 2013, DOI: 10.1002/asmb.1972

  20. Uniform asymptotic estimates for ruin probabilities of renewal risk models with exponential Lévy process investment returns and dependent claims

    Applied Stochastic Models in Business and Industry

    Volume 29, Issue 3, May/June 2013, Pages: 295–313, Fenglong Guo and Dingcheng Wang

    Version of Record online : 18 JUN 2012, DOI: 10.1002/asmb.1925