JSTOR Daily

Default Bayesian analysis with global-local shrinkage priors

We provide a framework for assessing the default nature of a prior distribution using the property of regular variation, which we study for global-local shrinkage priors. In particular, we show that ...
JSTOR Daily

Bayesian modeling and prior sensitivity analysis for zero–one augmented beta regression models with an application to psychometric data

The interest on the analysis of the zero–one augmented beta regression (ZOABR) model has been increasing over the last few years. In this work, we developed a Bayesian inference for the ZOABR model, ...
Insurancenewsnet.com

Research from Towson University Provides New Study Findings on Risk Management (Bayesian Inference for the Loss Models via Mixture Priors): Insurance – Risk Management

2023 SEP 19 (NewsRx) -- By a News Reporter-Staff News Editor at Insurance Daily News-- New research on risk management is the subject of a new report. According to news originating from Towson, ...
Heart

Revascularisation strategies for non-acute myocardial ischaemic syndromes

Background Contemporary guidelines by the European Society for Cardiology and American College of Cardiology/American Heart Association for the treatment of non-acute myocardial ischaemic syndromes ...
EurekAlert!

A versatility measure for parametric risk models

The authors propose a formal mathematical measure to assess the versatility (simplicity and adaptability) of parametric frequency and severity distributions before use. They compute and compare the ...