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.441zbMATH Open0973.62023OpenAlexW2096948748MaRDI QIDQ2739983FDOQ2739983
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
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Parametric hypothesis testing (62F03) Point estimation (62F10) Bayesian inference (62F15) Inference from stochastic processes and prediction (62M20)
Cites Work
- Estimation and comparison of multiple change-point models
- Comparing nonparametric versus parametric regression fits
- On model diagnostics using varying coefficient models
- Pseudo Maximum Likelihood Methods: Applications to Poisson Models
- On Kalman filtering, posterior mode estimation and Fisher scoring in dynamic exponential family regression
- Penalized likelihood smoothing in robust state space models.
- Title not available (Why is that?)
- Penalized likelihood estimation and iterative Kalman smoothing for non-Gaussian dynamic regression models
Cited In (3)
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