Tang, Rong; Yang, Yun Bayesian inference for risk minimization via exponentially tilted empirical likelihood. (English) Zbl 07909614 J. R. Stat. Soc., Ser. B, Stat. Methodol. 84, No. 4, 1257-1286 (2022). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Inoue, Atsushi; Kilian, Lutz Joint Bayesian inference about impulse responses in VAR models. (English) Zbl 07633048 J. Econom. 231, No. 2, 457-476 (2022). MSC: 62-XX 91-XX × Cite Format Result Cite Review PDF Full Text: DOI Link
Han, Ming Study on the effect of the different prior distributions on E-Bayesian estimation of failure probability and its E-posterior risk. (English) Zbl 07632215 Commun. Stat., Simulation Comput. 51, No. 11, 6441-6455 (2022). MSC: 62F15 62F10 62N05 × Cite Format Result Cite Review PDF Full Text: DOI
Bodnar, Taras; Lindholm, Mathias; Niklasson, Vilhelm; Thorsén, Erik Bayesian portfolio selection using VaR and CVaR. (English) Zbl 1510.91151 Appl. Math. Comput. 427, Article ID 127120, 21 p. (2022). MSC: 91G10 62F15 91G70 62P05 × Cite Format Result Cite Review PDF Full Text: DOI OA License