Gary R. Rosner

University of Texas at Houston - MD Anderson Cancer Center

Professor

1515 Holocombe Blvd

Houston, TX 77030

United States

SCHOLARLY PAPERS

2

DOWNLOADS

220

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

Estimating the Term Structure With a Semiparametric Bayesian Hierarchical Model: An Application to Corporate Bonds

The Journal of the American Statistical Association, 2011
Number of pages: 33 Posted: 12 Dec 2009 Last Revised: 29 Mar 2011
Capital One Auto Finance, Rice University - George R. Brown School of Engineering and University of Texas at Houston - MD Anderson Cancer Center
Downloads 135 (212,952)

Abstract:

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Credit spread; Dirichlet process mixture; Hierarchical model; Nonparametric Bayes; Treasury bond; Yield curve.

2.

Modeling Covariates with Nonparametric Bayesian Methods

Number of pages: 28 Posted: 26 Mar 2010
Capital One Auto Finance, University of Texas at Houston - MD Anderson Cancer Center, The University of Texas M. D. Anderson Cancer Center and affiliation not provided to SSRN
Downloads 85 (294,178)

Abstract:

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Dirichlet process mixture, Hierarchical model, Nonparametric Bayes, Covariates modeling, Dependent Dirichlet process