Bayesian analysis of Box--Cox transformed linear mixed models with ARMA(\(p\),\(q\)) dependence

DOI10.1016/J.JSPI.2004.03.015zbMath1081.62021OpenAlexW2092296771MaRDI QIDQ1781526

Tsung I. Lin, Jack C. Lee, Kuo-Jung Lee, Ying-Lin Hsu

Publication date: 27 June 2005

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2004.03.015

zbMATH Keywords

Maximum likelihood estimationMCMCRandom effectsReparameterizationApproximate BayesianUniform prior

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Linear inference, regression (62J99) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (8)

Robust linear mixed models using the skew t distribution with application to schizophrenia data ⋮ Bayesian analysis of hierarchical linear mixed modeling using the multivariate \(t\) distribution ⋮ Robust integer-valued designs for linear random intercept models ⋮ A simplified approach to inverting the autocovariance matrix of a general \(\mathrm{ARMA}(p,q)\) process ⋮ ECM-based maximum likelihood inference for multivariate linear mixed models with autoregressive errors ⋮ A flexible class of parametric distributions for Bayesian linear mixed models ⋮ Parsimonious mean-covariance modeling for longitudinal data with ARMA errors ⋮ Exponential progressive step-stress life-testing with link function based on Box-Cox transfor\-mation

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Random-Effects Models for Longitudinal Data
• Bayes inference in regression models with ARMA\((p,q)\) errors
• Inference from iterative simulation using multiple sequences
• On the parametrization of autoregressive models by partial autocorrelations
• Unbalanced Repeated-Measures Models with Structured Covariance Matrices
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• On Nonstationary Cumulative Damage Models
• Bayesian analysis of a growth curve model with power transformation, random effects and AR(1) dependence
• On modelling data from degradation sample paths over time
• Using Degradation Measures to Estimate a Time-to-Failure Distribution
• Bayesian Analysis of the Regression Model With Autocorrelated Errors
• Monte Carlo sampling methods using Markov chains and their applications
• Bayesian methods for a growth-curve degradation model with repeated measures

This page was built for publication: Bayesian analysis of Box--Cox transformed linear mixed models with ARMA(\(p\),\(q\)) dependence