Bayesian estimation for heterogeneous spatial autoregressive models with variance modelling

DOI10.1080/03610918.2022.2093903MaRDI QIDQ6972560zbMATH OpenFDO

Authors Ruiqin Tian, Deng-Ke Xu, Jiang Du

Publication date 12 June 2025

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2022.2093903

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A semiparametric Bayesian approach to generalized partial linear mixed models for longitudinal data
• A semiparametric Bayesian approach to joint mean and variance models
• Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
• Bayesian local influence analysis of skew-normal spatial dynamic panel data models
• Bayesian local influence for spatial autoregressive models with heteroscedasticity
• Bayesian quantile regression with mixed discrete and nonignorable missing covariates
• GMM estimation of spatial autoregressive models with unknown heteroskedasticity
• scientific article; zbMATH DE number 849927 (Why is no real title available?)
• Profile likelihood inferences on semiparametric varying-coefficient partially linear models
• Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models
• Semiparametric Bayesian analysis of transformation linear mixed models
• The Bayesian Lasso
• Variable selection for spatial autoregressive models with a diverging number of parameters

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