Semiparametric thurstonian models for recurrent choices: a Bayesian analysis
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Cites work
- A Bayesian analysis of some nonparametric problems
- A Computationally Practical Simulation Estimator for Panel Data
- A multidimensional item response model: Constrained latent class analysis using the Gibbs sampler and posterior predictive checks
- A semiparametric Bayesian model for randomised block designs
- A Thurstonian analysis of preference change
- Analysis of multivariate probit models
- Bayes Factors
- Bayesian Analysis of Binary and Polychotomous Response Data
- Bayesian estimation of a multilevel IRT model using Gibbs sampling
- Bayesian Inference in Econometric Models Using Monte Carlo Integration
- Bayesian Tests and Model Diagnostics in Conditionally Independent Hierarchical Models
- Covariance structure analysis of ordinal ipsative data
- Estimating normal means with a conjugate style dirichlet process prior
- Estimating Normal Means with a Dirichlet Process Prior
- Ferguson distributions via Polya urn schemes
- Gibbs Sampling Methods for Stick-Breaking Priors
- scientific article; zbMATH DE number 709354 (Why is no real title available?)
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- scientific article; zbMATH DE number 1983950 (Why is no real title available?)
- scientific article; zbMATH DE number 1556163 (Why is no real title available?)
- scientific article; zbMATH DE number 947414 (Why is no real title available?)
- Limited information estimation and testing of Thurstonian models for paired comparison data under multiple judgment sampling
- Mixed-effects analyses of rank-ordered data
- Multivariate statistical modelling based on generalized linear models. With contributions by Wolfgang Hennevogl
- Nonparametric Bayesian methods in hierarchical models
- On Gibbs sampling for state space models
- Prior distributions on spaces of probability measures
- Robust bayesian estimation for the linear model and robustifying the Kalman filter
- Semiparametric Bayes analysis of longitudinal data treatment models
- Slice sampling. (With discussions and rejoinder)
- Thurstonian modeling of ranking data via mean and covariance structure analysis
Cited in
(7)- A Bayesian semiparametric item response model with Dirichlet process priors
- Bayesian sensitivity analysis of a nonlinear dynamic factor analysis model with nonparametric prior and possible nonignorable missingness
- Thurstonian-based analyses: past, present, and future utilities
- On a signal detection approach to \(m\)-alternative forced choice with bias, with maximum likelihood and Bayesian approaches to estimation
- Bayesian estimation of semiparametric nonlinear dynamic factor analysis models using the Dirichlet process prior
- Semiparametric Bayesian estimation of random coefficients discrete choice models
- Bayesian semiparametric structural equation models with latent variables
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