Bayesian-type count data models with varying coefficients: estimation and testing in the presence of overdispersion
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Publication:2739983
DOI10.1002/ASMB.441zbMath0973.62023OpenAlexW2096948748MaRDI QIDQ2739983
Publication date: 16 September 2001
Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/asmb.441
Inference from stochastic processes and prediction (62M20) Parametric hypothesis testing (62F03) Point estimation (62F10) Bayesian inference (62F15)
Cites Work
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- On Kalman filtering, posterior mode estimation and Fisher scoring in dynamic exponential family regression
- Estimation and comparison of multiple change-point models
- Comparing nonparametric versus parametric regression fits
- Penalized likelihood estimation and iterative Kalman smoothing for non-Gaussian dynamic regression models
- Pseudo Maximum Likelihood Methods: Applications to Poisson Models
- On model diagnostics using varying coefficient models
- Penalized likelihood smoothing in robust state space models.
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