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Number of items: 71.
Torabi, Mahmoud, Ghosh, Malay, Myung, Jiyoun and Steel, Mark F. J. (2023) Measurement error in linear regression models with fat tails and skewed errors. Communications in Statistics - Theory and Methods, 52 (15). 5407-5426 . doi:10.1080/03610926.2021.2008442 ISSN 0361-0926.
Griffin, J., Latuszynski, Krzysztof and Steel, Mark F. J. (2021) In search of lost mixing time : adaptive Markov chain Monte Carlo schemes for Bayesian variable selection with very large p. Biometrika, 108 (1). pp. 53-69. doi:10.1093/biomet/asaa055 ISSN 0006-3444.
Akyildiz, Γmer Deniz, van den Burg, Gerrit J. J., Damoulas, Theodoros and Steel, Mark F. J. (2021) Probabilistic sequential matrix factorization. In: The 24th International Conference on Artificial Intelligence and Statistics (AISTATS 2021), Virtual, 13-15 Apr 2021. Published in: Proceedings of The 24th International Conference on Artificial Intelligence and Statistics, 130 pp. 3484-3492. ISSN 2640-3498.
Steel, Mark F. J. (2020) Model averaging and its use in economics. Journal of Economic Literature, 58 (3). pp. 644-719. doi:10.1257/jel.20191385 ISSN 0022-0515.
Wang, Kangrui, Hamelijnck, Oliver, Damoulas, Theodoros and Steel, Mark F. J. (2020) Non-separable non-stationary random fields. In: 37th International Conference on Machine Learning, ICML 2020, Remote, 13-18 Jul 2020. Published in: Proceedings of the 37th International Conference on Machine Learning, 119 pp. 9887-9897.
Fuquene, Jairo, Steel, Mark F. J. and Rossell, David (2019) On choosing mixture components via non-local priors. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 81 (5). pp. 809-837. doi:10.1111/rssb.12333 ISSN 1369-7412.
Forte, Anabel, Garcia-Donato, Gonzalo and Steel, Mark F. J. (2018) Methods and tools for Bayesian variable selection and model averaging in normal linear regression. International Statistical Review, 86 (2). pp. 237-258. doi:10.1111/insr.12249 ISSN 0306-7734.
Rubio, F. J. and Steel, Mark F. J. (2018) Flexible linear mixed models with improper priors for longitudinal and survival data. Electronic Journal of Statistics, 12 (1). pp. 572-598. doi:10.1214/18-EJS1401 ISSN 1935-7524.
Vallejos, Catalina A. and Steel, Mark F. J. (2017) Incorporating unobserved heterogeneity in Weibull survival models : a Bayesian approach. Econometrics and Statistics, 3 . pp. 73-88. doi:10.1016/j.ecosta.2017.01.005 ISSN 2452-3062.
Vallejos, Catalina A and Steel, Mark F. J. (2017) Bayesian survival modelling of university outcomes. Journal of the Royal Statistical Society: Series A (Statistics in Society) , 180 (2). pp. 613-631. doi:10.1111/rssa.12211 ISSN 0964-1998.
Steel, Mark F. J. (2015) Bayesian model averaging. In: Wiley StatsRef-Statistics Reference Online. John Wiley & Sons, Inc.. ISBN 9781118445112
Rubio, Francisco J. and Steel, Mark F. J. (2015) Bayesian modelling of skewness and kurtosis with Two-Piece Scale and shape distributions. Electronic Journal of Statistics, 9 (2). pp. 1884-1912. doi:10.1214/15-EJS1060 ISSN 1935-7524.
Steel, Mark F. J. and Rubio, Francisco J. (2015) Discussion of βOn Families of Distributions With Shape Parametersβ by M.C. Jones. International Statistical Review, 83 (2). pp. 218-222. doi:10.1111/insr.12075 ISSN 0306-7734.
Vallejos, Catalina A. and Steel, Mark F. J. (2014) Objective Bayesian survival analysis using shape mixtures of log-normal distributions. Journal of the American Statistical Association, 110 (510). pp. 697-710. doi:10.1080/01621459.2014.923316 ISSN 0162-1459.
Rubio, Francisco J. and Steel, Mark F. J. (2014) Inference in two-piece location-scale models with Jeffreys Priors. Bayesian Analysis, 9 (1). pp. 1-21. doi:10.1214/13-BA849 ISSN 1931-6690.
Rubio, Francisco J. and Steel, Mark F. J. (2014) Rejoinder. Bayesian Analysis, Volume 9 (Number 1). pp. 45-52. ISSN 1931-6690 doi:10.1214/14-BA875
Rubio, Francisco J. and Steel, Mark F. J. (2013) Bayesian inference for P (X<Y) using asymmetric dependent distributions. Bayesian Analysis, Volume 8 (Number 1). pp. 43-62. doi:10.1214/13-BA802 ISSN 1931-6690.
Lamnisos, Demetris, Griffin, Jim E. and Steel, Mark F. J. (2013) Adaptive Monte Carlo for Bayesian variable selection in regression models. Journal of Computational and Graphical Statistics, Volume 22 (Number 3). pp. 729-748. doi:10.1080/10618600.2012.694756 ISSN 1061-8600.
Griffin, Jim E., Kolossiatis, M. and Steel, Mark F. J. (2013) Comparing distributions by using dependent normalized random-measure mixtures. Journal of the Royal Statistical Society : Series B (Statistical Methodology), Volume 75 (Number 3). pp. 499-529. doi:10.1111/rssb.12002 ISSN 1369-7412.
Kolossiatis, M., Griffin, Jim E. and Steel, Mark F. J. (2013) On Bayesian nonparametric modelling of two correlated distributions. Statistics and Computing, 23 (1). pp. 1-15. doi:10.1007/s11222-011-9283-7 ISSN 0960-3174.
Ley, Eduardo and Steel, Mark F. J. (2012) Mixtures of g-priors for Bayesian model averaging with economic applications. Journal of Econometrics, Volume 171 (Number 2). pp. 251-266. doi:10.1016/j.jeconom.2012.06.009 ISSN 0304-4076.
Rubio, Francisco J. and Steel, Mark F. J. (2012) On the MarshallβOlkin transformation as a skewing mechanism. Computational Statistics & Data Analysis, Vol.56 (No.7). pp. 2251-2257. doi:10.1016/j.csda.2012.01.003 ISSN 0167-9473.
Lamnisos, Demetris, Griffin, Jim E. and Steel, Mark F. J. (2012) Cross-validation prior choice in Bayesian probit regression with many covariates. Statistics and Computing, Vol.22 (No.2). pp. 359-373. doi:10.1007/s11222-011-9228-1 ISSN 0960-3174.
Carta, Alessandro and Steel, Mark F. J. (2012) Modelling multi-output stochastic frontiers using copulas. Computational Statistics & Data Analysis, Volume 56 (Number 11). pp. 3757-3773. doi:10.1016/j.csda.2010.07.007 ISSN 0167-9473.
Kolossiatis, Michalis, Griffin, Jim E. and Steel, Mark F. J. (2011) Modeling overdispersion with the normalized tempered stable distribution. Computational Statistics & Data Analysis, Vol.55 (No.7). pp. 2288-2301. doi:10.1016/j.csda.2011.01.016 ISSN 0167-9473.
Griffin, Jim E. and Steel, Mark F. J. (2011) Stick-breaking autoregressive processes. Journal of Econometrics, Vol.162 (No.2). pp. 383-396. doi:10.1016/j.jeconom.2011.03.001 ISSN 0304-4076.
Steel, Mark F. J. (2011) Bayesian model averaging and forecasting. Bulletin of E.U. and U.S. Inflation and Macroeconomic Analysis (No.200). pp. 30-41.
Steel, Mark F. J., Griffin, Jim E. and Quintana, F. (2011) Flexible and nonparametric modelling. In: Geweke, John and Koop, Gary and Dijk, Herman K. van, (eds.) The Oxford handbook of Bayesian econometrics. Oxford handbooks in economics . Oxford ; New York: Oxford University Press, pp. 125-182. ISBN 9780199559084
Rubio, Francisco J. and Steel, Mark F. J. (2011) Inference for grouped data with a truncated skew-Laplace distribution. Computational Statistics & Data Analysis, Vol.55 (No.12). pp. 3218-3231. doi:10.1016/j.csda.2011.06.002 ISSN 0167-9473.
Rubio, Francisco J. and Steel, Mark F. J. (2011) Inference in two-piece location-scale models with Jeffreys priors. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. Working papers, Vol.2011 (No.13).
Fonseca, ThaΓs C. O. and Steel, Mark F. J. (2011) Non-Gaussian spatiotemporal modelling through scale mixing. Biometrika, Vol.98 (No.4). pp. 761-774. doi:10.1093/biomet/asr047 ISSN 0006-3444.
Fonseca, ThaΓs C. O. and Steel, Mark F. J. (2011) A general class of nonseparable space-time covariance models. Environmetrics, Vol.22 (No.2). pp. 224-242. doi:10.1002/env.1047 ISSN 1180-4009.
Griffin, Jim E., Kolossiatis, Michalis and Steel, Mark F. J. (2010) Comparing distributions using dependent normalized random measure mixtures. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. Working papers, Vol.2010 (No.24).
Griffin, Jim E. and Steel, Mark F. J. (2010) Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes. Computational Statistics and Data Analysis, Vol.54 (No.11). pp. 2594-2608. doi:10.1016/j.csda.2009.06.008 ISSN 0167-9473.
Griffin, Jim E. and Steel, Mark F. J. (2010) Bayesian nonparametric modelling with the Dirichlet process regression smoother. Statistica Sinica, Vol.20 (No.4). pp. 1507-1527. ISSN 1017-0405.
JuΓ‘rez, Miguel A. and Steel, Mark F. J. (2010) Model-based clustering of non-Gaussian panel data based on skew-t distributions. Journal of Business and Economic Statistics, Vol.28 (No.1). pp. 52-66. doi:10.1198/jbes.2009.07145 ISSN 0735-0015.
Rubio, Francisco J. and Steel, Mark F. J. (2010) Inference for grouped data with a truncated skew-Laplace distribution. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. Working papers, Vol.2010 (No.20).
Ley, Eduardo and Steel, Mark F. J. (2010) Mixtures of g-priors for Bayesian model averaging with economic applications. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. Working papers, Vol.2010 (No.23).
Kolossiatis, Michalis, Griffin, Jim E. and Steel, Mark F. J. (2010) Modelling overdispersion with the normalized tempered stable distribution. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. Working papers, Vol.2010 (No.1).
Fuentes, M. and Steel, Mark F. J. (2010) Non-Gaussian and nonparametric models for continuous spatial data. In: Gelfand, Alan E., 1945- and Diggle, Peter J. and Fuentes , M. and Guttorp, Peter, (eds.) Handbook of spatial statistics. Chapman & Hall/CRC handbooks of modern statistical methods . Boca Raton, Fl. ; London: CRC Press, pp. 149-167. ISBN 9781420072877
JuΓ‘rez, Miguel A. and Steel, Mark F. J. (2010) Non-Gaussian dynamic Bayesian modelling for panel data. Journal of Applied Econometrics, Vol.25 (No.7). pp. 1128-1154. doi:10.1002/jae.1113 ISSN 0883-7252.
Kolossiatis, Michalis, Griffin, Jim E. and Steel, Mark F. J. (2010) On Bayesian nonparametric modelling of two correlated distributions. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. Working papers, Vol.2010 (No.22).
Lamnisos, Demetris, Griffin, Jim E. and Steel, Mark F. J. (2009) Transdimensional sampling algorithms for Bayesian variable selection in classification problems with many more variables than observations. Journal of Computational and Graphical Statistics, Vol.18 (No.3). pp. 592-612. doi:10.1198/jcgs.2009.08027 ISSN 1061-8600.
Ley, Eduardo and Steel, Mark F. J. (2009) On the effect of prior assumptions in Bayesian model averaging with applications to growth regresssion. Journal of Applied Econometrics, Vol.24 (No.4). pp. 651-674. doi:10.1002/jae.1057 ISSN 0883-7252.
Ley, Eduardo and Steel, Mark F. J. (2009) Comments on 'jointness of growth determinants'. Journal of Applied Econometrics, Vol.24 (No.2). pp. 248-251. ISSN 0883-7252 doi:10.1002/jae.1049
Lamnisos, Demetris, Griffin, Jim E. and Steel, Mark F. J. (2009) Adaptive Monte Carlo for binary regression with many regressors. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. Working papers, Vol.2009 (No.41).
Quintana, Fernando A., Steel, Mark F. J. and Ferreira, Jose T. A. S. (2009) Flexible univariate continuous distributions. Bayesian analysis, Vol.4 (No.3). pp. 497-522. doi:10.1214/09-BA418 ISSN 1931-6690.
Carta, Alessandro and Steel, Mark F. J. (2009) Modelling multi-output stochastic frontiers using copulas. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. Working papers, Vol.2009 (No.27).
Griffin, Jim E. and Steel, Mark F. J. (2009) Time-dependent stick-breaking processes. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. Working papers, Vol.2009 (No.5).
Griffin, Jim E. and Steel, Mark F. J. (2008) Flexible mixture modelling of stochastic frontiers. Journal of Productivity Analysis, Vol.29 (No.1). pp. 33-50. doi:10.1007/s11123-007-0064-4 ISSN 0895-562X.
Steel, Mark F. J. (2008) Bayesian time series analysis. In: Durlauf , S. N. and Blume, L. E., (eds.) The New Palgrave dictionary of economics. Basingstoke, Hampshire ; New York: Palgrave Macmillan. ISBN 9780333786765
Ferreira, Jose T. A. S., JuΓ‘rez, Miguel A. and Steel, Mark F. J. (2008) Directional log-spline distributions. Bayesian analysis, Vol.3 (No.2). pp. 297-315. doi:10.1214/08-BA311 ISSN 1931-6690.
Lamnisos, Demetris, Griffin, Jim E. and Steel, Mark F. J. (2008) Transdimensional sampling algorithms for Bayesian variable selection in classification problems with many more variables than observations. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. Working papers, Vol.2008 (No.8).
Fonseca, ThaΓs C. O. and Steel, Mark F. J. (2008) A new class of nonseparable space-time covariance models. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. Working papers, Vol.2008 (No.13).
Ley, Eduardo and Steel, Mark F. J. (2007) Jointness in Bayesian variable selection with applications to growth regression. Journal of Macroeconomics, Vol.29 (No.3). pp. 476-493. doi:10.1016/j.jmacro.2006.12.002 ISSN 0164-0704.
Griffin, Jim E. and Steel, Mark F. J. (2007) Bayesian stochastic frontier analysis using WinBUGS. Journal of Productivity Analysis, Vol.27 (No.3). pp. 163-176. doi:10.1007/s11123-007-0033-y ISSN 0895-562X.
Ferreira, Jose T. A. S. and Steel, Mark F. J. (2007) Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers. Journal of Econometrics, Vol.137 (No.2). pp. 641-673. doi:10.1016/j.jeconom.2005.11.016 ISSN 0304-4076.
Ferreira, Jose T. A. S. and Steel, Mark F. J. (2007) A new class of skewed multivariate distributions with applications to regression analysis. Statistica Sinica, Vol.17 (No.2). pp. 505-529. ISSN 1017-0405.
Ley, Eduardo and Steel, Mark F. J. (2007) On the effect of prior assumptions in Bayesian model averaging with applications to growth regression. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. Working papers, Vol.2007 (No.8).
Griffin, Jim E. and Steel, Mark F. J. (2006) Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility. JOURNAL OF ECONOMETRICS, 134 (2). pp. 605-644. doi:10.1016/j.jeconom.2005.07.007 ISSN 0304-4076.
Ferreira, Jose T. A. S. and Steel, Mark F. J. (2006) On describing multivariate skewed distributions : a directional approach. Canadian Journal of Statistics, Volume 34 (Number 3). pp. 411-429. doi:10.1002/cjs.5550340304 ISSN 0319-5724.
Palacios, M. Blanca and Steel, Mark F. J. (2006) Non-gaussian Bayesian geostatistical modeling. Journal of the American Statistical Association, Vol.101 (No.474). pp. 604-618. doi:10.1198/016214505000001195 ISSN 0162-1459.
Ferreira, Jose T. A. S. and Steel, Mark F. J. (2006) A constructive representation of univariate skewed distributions. Journal of the American Statistical Association, Vol.101 (No.474). pp. 823-829. doi:10.1198/016214505000001212 ISSN 0162-1459.
Griffin, Jim E. and Steel, Mark F. J. (2006) Order-based dependent Dirichlet processes. Journal of the American Statistical Association, Vol.101 (No.473). pp. 179-194. doi:10.1198/016214505000000727 ISSN 0162-1459.
JuΓ‘rez, Miguel A. and Steel, Mark F. J. (2006) Model-based clustering of non-Gaussian panel data. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. Working papers, Vol.2006 (No.14).
Steel, Mark F. J. and Ferreira, Jose T. A. S. (2005) Modelling directional dispersion through hyperspherical log-splines. Royal Statistical Society. Journal. Series B: Statistical Methodology, 67 (4). 599 -616. ISSN 1369-7412.
Griffin, Jim E. and Steel, Mark F. J. (2004) Semiparametric Bayesian inference for stochastic frontier models. Journal of Econometrics, Volume 123 (Number 1). pp. 121-152. doi:10.1016/j.jeconom.2003.11.001 ISSN 0304-4076.
Fernandez, C., Leon, C. J., Steel, Mark F. J. and Vazquez-Polo, F. J. (2004) Bayesian analysis of interval data contingent valuation models and pricing policies. Journal of Business & Economic Statistics, Volume 22 (Number 4). pp. 431-442. doi:10.1198/073500104000000415 ISSN 0735-0015.
Fernandez, C., Ley, E. and Steel, Mark F. J. (2001) Model uncertainty in cross-country growth regressions. Journal of Applied Econometrics, Volume 16 (Number 5). pp. 563-576. doi:10.1002/jae.623 ISSN 0883-7252.
Griffin, J. E. and Steel, Mark F. J. (2001) Discussion on the paper 'Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics' by Barndorff-Nielsen and Shephard. Journal of the Royal Statistical Society Series B: Statistical Methodology, Volume 63 (Number 2). p. 223. ISSN 1369-7412
Osiewalski, Jacek and Steel, Mark F. J. (1993) Robust bayesian inference in elliptical regression models. Journal of Econometrics, Volume 57 (Number 1-3). pp. 345-363. doi:10.1016/0304-4076(93)90070-L ISSN 0304-4076.
This list was generated on Thu Mar 28 07:32:25 2024 GMT.