Simultaneous Credible Bands for Latent Gaussian Models

DOI10.1111/j.1467-9469.2011.00741.xzbMath1246.62067MaRDI QIDQ2911694

Sigrunn H. Sørbye, Håvard Rue

Publication date: 1 September 2012

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9469.2011.00741.x

zbMATH Keywords

Gaussian mixtures; integrated nested Laplace approximations; highest posterior density region; contour probability

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62F15: Bayesian inference

62E17: Approximations to statistical distributions (nonasymptotic)

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Uses Software

• GMRFLib
• Fahrmeir
• ConfBands
• QSIMVN

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