Alex Lenkoski

email: alex AT

Short CV

Working Papers

A. V. Dyrrdal, A. Lenkoski, T. L. Thorarinsdottir and F. Stordal (2013). Bayesian hierarchical modeling of extreme hourly precipitation in Norway. In submission.[PDF]

F. E. Bachl, A. Lenkoski, T. L. Thorarinsdottir and C. Garbe (2013). Bayesian motion detection for dust areosols. In submission. [PDF]

A. Jordan and A. Lenkoski (2012). Tobit Bayesian Model Averaging and the Determinants of Foreign Direct Investment. In submission. [PDF]

A. Karl and A. Lenkoski (2012). Instrumental Variable Bayesian Model Averaging via Conditional Bayes Factors. In submission. [PDF]

Accepted and Published Papers

A. Lenkoski, T. S. Eicher and A. E. Raftery (2013). Two-Stage Bayesian Model Averaging in the Endogenous Variable Model. Accepted, Econometric Reviews [PDF]

A. Lenkoski (2013). A Direct Sampler for G-Wishart Variates. Stat, 2, 119-128. [PDF]

A. Moeller, A. Lenkoski and T. Thorarinsdottir (2013). Multivariate Probabilistic Forecasting Using Bayesian Model Averaging and Copulas. Quarterly Journal of the Royal Meteorological Society, 139,981-991 [PDF]

Y. Cheng and A. Lenkoski (2012). Hierarchical Gaussian Graphical Models: Beyond Reversible Jump. Electronic Journal of Statistics, 6, 2309-2331. [PDF]

T. S. Eicher, L. Helfman and A. Lenkoski (2012). Robust FDI Determinants. Journal of Maroeconomics, 34 637-651. [PDF]

A. Dobra, A. Lenkoski and A. Rodriguez (2011). Bayesian inference for general Gaussian graphical models with application to multivariate lattice data. Journal of the American Statistical Association, 106, 1418-1433. [PDF]

A. Rodriguez, A. Lenkoski and A. Dobra (2011). Sparse covariance estimation in heterogeneous samples. Electronic Journal of Statistics, 5, 981-1014. [PDF]

A. Dobra and A. Lenkoski (2011). Copula Gaussian graphical models and their application to modeling functional disability data. Annals of Applied Statistics, 5, 969-993. [PDF]

A. Lenkoski and A. Dobra (2011). Computational aspects related to inference in Gaussian graphical models with the G-Wishart prior. Journal of Computational and Graphical Statistics, 20, 140-157. [PDF]

A. Dobra, T. S. Eicher and A. Lenkoski (2010). Modeling uncertainty in macroeconomic growth determinants using Gaussian graphical models. Statistical Methodology, 7, 292-306. [PDF]