Semiparametric Bayesian analysis for longitudinal mixed effects models with non-normal AR(1) errors

DOI10.1007/s11222-018-9824-4zbMath1430.62206OpenAlexW2883060132WikidataQ129488297 ScholiaQ129488297MaRDI QIDQ2329784

Yanyan Li

Publication date: 18 October 2019

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-018-9824-4

zbMATH Keywords

random effectsBayesian inferenceempirical likelihoodautocorrelationDirichlet process mixture modelsPólya urn representation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Applications of statistics to psychology (62P15)

Cites Work

• Unnamed Item
• Unnamed Item
• Random-Effects Models for Longitudinal Data
• Expert information and nonparametric Bayesian inference of rare events
• Bayes methods for a symmetric unimodal density and its mode
• Mixtures of Dirichlet processes with applications to Bayesian nonparametric problems
• On an unbalanced growth curve model with random effects and AR(1) errors from a Bayesian and the ML points of view.
• Ferguson distributions via Polya urn schemes
• Nonparametric estimation of convex models via mixtures
• Semiparametric Bayes hierarchical models with mean and variance constraints
• A Bayesian analysis of some nonparametric problems
• Noisy Monte Carlo: convergence of Markov chains with approximate transition kernels
• An adaptive truncation method for inference in Bayesian nonparametric models
• Time Series Models in Non-Normal Situations: Symmetric Innovations
• Center-adjusted inference for a nonparametric Bayesian random effect distribution
• Estimation in multivariate t linear mixed models for multiple longitudinal data
• Flexible Bayesian quantile regression for independent and clustered data
• Estimating Normal Means with a Dirichlet Process Prior
• Convergence Properties of Perturbed Markov Chains
• Bayesian empirical likelihood
• A Semiparametric Bayesian Approach to the Random Effects Model
• Bayesian Density Estimation and Inference Using Mixtures
• Bayesian quantile regression for longitudinal data models
• Bayesian model selection in linear mixed effects models with autoregressive(p) errors using mixture priors
• Longitudinal Data Analysis

This page was built for publication: Semiparametric Bayesian analysis for longitudinal mixed effects models with non-normal AR(1) errors