Semi-parametric Bayesian estimation of mixed-effects models using the multivariate skew-normal distribution

DOI10.1007/s00180-012-0392-3zbMath1306.65126OpenAlexW2126977926MaRDI QIDQ2259207

Iraj Kazemi, Reyhaneh Rikhtehgaran

Publication date: 27 February 2015

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-012-0392-3

zbMATH Keywords

random effectsGibbs samplinghierarchical modelsDirichlet process mixtureidentifibiliaty problem

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Related Items (1)

Dynamic mixed models with heterogeneous covariance components using multivariate GARCH innovations and the Dirichlet process mixture

Uses Software

• Stata
• BUGS

Cites Work

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