scientific article; zbMATH DE number 3426675
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Publication:3214142
zbMATH Open0271.62044MaRDI QIDQ3214142FDOQ3214142
Authors: G. E. P. Box, George C. Tiao
Publication date: 1973
Title of this publication is not available (Why is that?)
Bayesian inference (62F15) Linear regression; mixed models (62J05) Analysis of variance and covariance (ANOVA) (62J10) Bayesian problems; characterization of Bayes procedures (62C10) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
Cited In (only showing first 100 items - show all)
- Bayes' theorem and quantum retrodiction
- Bayesian system identification
- Semiparametric Bayesian inference for regression models
- Analysis of variance -- why it is more important than ever. (With discussions and rejoinder)
- A simulation-based approach to Bayesian sample size determination for performance under a given model and for separating models
- Higher criticism for detecting sparse heterogeneous mixtures.
- Bayes factor covariance testing in item response models
- Bayes factor testing of multiple intraclass correlations
- A fully nonparametric modeling approach to binary regression
- MODELING STOCHASTIC VOLATILITY: A REVIEW AND COMPARATIVE STUDY
- An overview of robust Bayesian analysis. (With discussion)
- Simulation of the \(p\)-generalized Gaussian distribution
- Catching up Faster by Switching Sooner: A Predictive Approach to Adaptive Estimation with an Application to the AIC–BIC Dilemma
- Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models
- A stochastic variational framework for fitting and diagnosing generalized linear mixed models
- A note on reference priors for the scalar skew-normal distribution
- An algorithm to estimate time-varying parameter SURE models under different types of restriction
- Bayes estimates in multivariate semiparametric linear models
- A Bayesian approach to nonlinear latent variable models using the Gibbs sampler and the Metropolis-Hastings algorithm
- On asymmetric generalization of the Weibull distribution by scale-location mixing of normal laws
- Retrodiction with two-level atoms: atomic previvals
- A Bayesian interpretation of the multivariate skew-normal distribution.
- Log-symmetric distributions: statistical properties and parameter estimation
- Bayesian efficiency analysis through individual effects: Hospital cost frontiers
- On the use of panel data in stochastic frontier models with improper priors
- Posterior inference in the random intercept model based on samples obtained with Markov chain Monte Carlo methods
- Sequentially constrained Monte Carlo
- Simultaneous credible bands for latent Gaussian models
- Bayes 2-sample prediction for the inverse weibull distribution
- Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior
- Boundary-mode approximations for posterior expectations
- Predictable returns and asset allocation: should a skeptical investor time the market?
- Robust Likelihood Methods Based on the Skew-t and Related Distributions
- Variable selection in linear mixed effects models
- Neutral noninformative and informative conjugate beta and gamma prior distributions
- A Bayesian procedure for separately estimating storage and retrieval components of forgetting
- Inferences about the parameters of a time series model with changing variance
- Posterior rates of convergence for Dirichlet mixtures of exponential power densities
- Bayesian estimation of the half-normal regression model with deterministic frontier
- A note on the robustness of a full Bayesian method for nonignorable missing data analysis
- Evaluating volatility forecasts in option pricing in the context of a simulated options market
- Objective priors for hypothesis testing in one‐way random effects models
- Bayesian significance testing and multiple comparisons from MCMC outputs
- Evidence and inference in educational assessment
- On the sensitivity of unit root inference to nonlinear data transformations
- Local scale models. State space alternative to integraded GARCH processes
- On statistical models for regression diagnostics
- Bayesian sensitivity analysis in elliptical linear regression models
- Multiple-Bias Modelling for Analysis of Observational Data
- Bayesian analysis of order-statistics models for ranking data
- Exact distributions of order statistics of dependent random variables from \(l_{n,p}\)-symmetric sample distributions, \(n\in\{3,4\}\)
- Bayesian inference for double Pareto lognormal queues
- Estimating correlations with missing data, a Bayesian approach
- A coherent approach to Bayesian data envelopment analysis
- Choice of hierarchical priors: Admissibility in estimation of normal means
- The indirect method: inference based on intermediate statistics -- a synthesis and examples
- Decision making under uncertainty: Starr's domain criterion
- Bayesian estimation of a multilevel IRT model using Gibbs sampling
- MCMC estimation and some model-fit analysis of multidimensional IRT models
- Multivariate Exponential Power Distributions as Mixtures of Normal Distributions with Bayesian Applications
- Hierarchical Bayes, maximum a posteriori estimators, and minimax concave penalized likelihood estimation
- Influence diagnostics in generalized symmetric linear models
- Constrained test in linear models with multivariate power exponential distribution
- Inference in two-piece location-scale models with Jeffreys priors
- A systematic approach to model validation based on Bayesian updates and prediction related rejection criteria
- Bayesian tests on components of the compound symmetry covariance matrix
- Simultaneous probability statements for Bayesian P-splines
- Sparse seemingly unrelated regression modelling: applications in finance and econometrics
- Product representations for random variables with Weibull distributions and their applications
- A Bayesian approach for the estimation of probability distributions under finite sample space
- Maximum likelihood estimation for the exponential power function parameters
- Inferences for the Birnbaum-Saunders fatigue life model using Bayesian methods
- Corrected maximum-likelihood estimation in a class of symmetric nonlinear regression models
- On the difference in inference and prediction between the joint and independent f-error models for seemingly unrelated regressions
- Strategies for securing evidence through model criticism
- Robust growth mixture models with non-ignorable missingness: models, estimation, selection, and application
- Generalized Additive Models for Location, Scale and Shape
- Nonparametric estimation of directional highest density regions
- Identification of time-varying systems with abrupt parameter changes
- New cancer stochastic models involving both hereditary and nonhereditary cancer cases: a new approach
- LBI tests for multivariate normality in exponential power distributions
- A multivariate generalization of the power exponential family of distributions
- Bivariate Kurtotic Distributions of Garment Fibre Data
- A Default Bayesian Hypothesis Test for ANOVA Designs
- Bayes spaces: use of improper distributions and exponential families
- Partially parametric techniques for multiple imputation
- Bayesian predictive simultaneous variable and transformation selection in the linear model.
- Grey-box modelling and identification using physical knowledge and Bayesian techniques
- Robust Bayesian estimator in a normal model with uncertain hierarchical priors
- Some bayesian solutions for problems of adaptive estimation in linear dynamic systems
- Application of the Bayes approach to adaptive \(L_ p\) nonlinear regression
- Bayesian Inference in Generalized Error and Generalized Student-tRegression Models
- Bayesian analysis of a generalized lognormal distribution
- Asymptotic properties of anoya bayes factors
- Retrodiction as a tool for micromaser field measurements
- Detection of additive outliers in bilinear time series
- Properties of modelling the error distribution with an extra shape parameter
- BAYESIAN ANALYSIS OF AUTOREGRESSIVE TIME SERIES VIA THE GIBBS SAMPLER
- Two useful distributions for Bayesian predicitve procedures under normal models
- Asymptotic results in robust quasi-Bayesian estimation
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