Multivariate effect priors in bivariate semiparametric recursive Gaussian models

DOI10.1016/J.CSDA.2018.12.004MaRDI QIDQ2416770zbMATH OpenOpenAlexFDO

Authors Hauke Thaden, Nadja Klein, Thomas Kneib

Publication date 24 May 2019

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2018.12.004

zbMATH Keywords

correlated effectsmultivariate conditional autoregressive priorpenalized splinesrecursive modelssemiparametric regressionsimultaneous equation model

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08)

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Cites work

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Cited in

(1)

• Colombian women's life patterns: a multivariate density regression approach

Describes a project that uses

Uses Software

• GMRFLib
• SemiParBIVProbit
• gamair
• SemiPar

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