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Posterior, predictive, and utility-based approaches to testing the arbitrage pricing theory

, and . Journal of Financial Economics, 28 (1-2): 7--38 (00 1990)

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Modeling covariance matrices in terms of standard deviations and correlations, with application to shrinkage, , and . Statistica Sinica, 10 (4): 1281--1312 (2000)Posterior, predictive, and utility-based approaches to testing the arbitrage pricing theory, and . Journal of Financial Economics, 28 (1-2): 7--38 (00 1990)On obtaining invariant prior distributions, and . Journal of Statistical Planning and Inference, 37 (2): 169--179 (November 1993)An exact likelihood analysis of the multinomial probit model, and . Journal of Econometrics, 64 (1–2): 207--240 (September 1994)A bayesian approach to testing the arbitrage pricing theory, and . Journal of Econometrics, 49 (1-2): 141--168 (00 1991)Bayesian statistics and marketing, , and . Wiley series in probability and statistics Wiley, Hoboken, NJ u.a., Repr edition, (2006)Variable Selection via Gibbs Sampling, and . Journal of the American Statistical Association, 88 (423): 881-889 (1993)Bayesian Ensemble Learning., , and . NIPS, page 265-272. MIT Press, (2006)Bayesian Treed Models., , and . Mach. Learn., 48 (1-3): 299-320 (2002)Hierarchical priors for Bayesian CART shrinkage., and . Stat. Comput., 10 (1): 17-24 (2000)