Bayesian modelling of the mean and covariance matrix in normal nonlinear models

DOI10.1080/00949650801967403zbMath1186.62035MaRDI QIDQ3638594

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Publication date: 27 October 2009

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650801967403

zbMATH Keywords

Fisher scoring; nonlinear regression; Bayesian methods; generalized nonlinear models; antedependence; mean-covariance modelling

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62F15: Bayesian inference

62J02: General nonlinear regression

Related Items

Bayesian structured antedependence model proposals for longitudinal data, The Use of Working Variables in the Bayesian Modeling of Mean and Dispersion Parameters in Generalized Nonlinear Models with Random Effects, Statistical inference for a general class of distributions with time-varying parameters

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