scientific article; zbMATH DE number 3899943
From MaRDI portal
Publication:3678468
general linear modelmixed modelStructural changeTime series modelsLinear dynamic systemsMultivariate linear models
Parametric hypothesis testing (62F03) Point estimation (62F10) Bayesian inference (62F15) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Analysis of variance and covariance (ANOVA) (62J10) Inference from stochastic processes and prediction (62M20) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
Cited in
(63)- A note on a Bayesian order determination procedure for vectorautoregressive processes
- Bayesian Analysis in Regression Models Using Pseudo-Likelihoods
- Principal component regression under exchangeability
- A Bayesian Approach to Understanding Time Series Data
- Bayesian Inference for Ratios of Coefficients in a Linear Model
- Robust Bayesian estimator in a normal model with uncertain hierarchical priors
- BAYESIAN IDENTIFICATION OF OUTLIERS AND CHANGE-POINTS IN MEASUREMENT ERROR MODELS
- Bayes Estimation of Shift Point in Normal Sequence and Its Application to Statistical Process Control
- Una familia de distribuciones conjugadas para un proceso ARE (1)
- Forecasting seasonal time series data: a Bayesian model averaging approach
- A bayesian analysis of the intraclass correlations in the mixed linear model
- a bayesian analysis of the multivariate mixed-linear model
- Optimal sequential Bayesian analysis for degradation tests
- A scratch removal method
- Predictive inference for linear and multivariate linear models with ma(1) error processes
- Bayesian analysis of threshold autoregressions
- Variance components estimation for the balanced random effects model under mixed prior distributions
- Improved estimators for simultaneous estimation of variance components
- Default Bayesian Priors for Regression Models with First‐Order Autoregressive Residuals
- Optimal alarm systems for autoregressive processes. A Bayesian approach
- Bayesian analysis of reduced rank regression
- Asymmetric quadratic loss adjustments for a predictive t variable.
- Bayesian analysis of double seasonal autoregressive models
- Superiority of empirical Bayes estimation of error variance in linear model
- Bayesian \(R\)-estimates in linear models
- Assessing local prior influence in Bayesian analysis
- Bidirectional texture function modeling
- The classification problem with autoregressive process
- The posterior distribution of the fixed and random effects in a mixed-effects linear model
- Bayes estimation of two-phase linear regression model
- scientific article; zbMATH DE number 151640 (Why is no real title available?)
- Bayesian inference for the precision matrix for scale mixtures of normal distributions
- Sample Size Determination Using Bayesian Decision Criteria Under Absolute Value Loss Function
- Bayes linear analysis for ordinary differential equations
- A Bayesian approach to the detection of gross errors based on posterior probability
- scientific article; zbMATH DE number 3846636 (Why is no real title available?)
- DATA AUGMENTATION AND DYNAMIC LINEAR MODELS
- Robust Bayesian estimators in a one-way ANOVA model
- Bayesian analysis for a change in the intercept of simple linear regression
- Linear Belief Functions for Data Analytics
- Robust Bayesian analysis of a multivariate dynamic model
- A nonlinear time series model and estimation of missing observations
- Bayesian estimation of the intraclass correlation coefficients in the mixed linear model
- Superiority of empirical Bayes estimator of the mean vector in multivariate normal distribution
- Bayesian predictive analysis of the linear regression model with an edgeworth series prior distribution
- Bayesian Analysis of Structural Changes in Autoregressive Models
- Switching Linear Models: A General Approach
- Bayesian inferences and forecasting in bilinear time series models
- The superiorities of empirical Bayes estimation of variance components in random effects model
- Gibbs sampling for Bayesian estimation of triple seasonal autoregressive models
- A Bayesian interpretation of the L-curve
- Marginal likelihood and Bayesian approaches to the analysis of heterogeneous residual variances in mixed linear Gaussian models
- Bayesian estimation procedure in multiprocess non-linear dynamic generalized model
- Kullback-Leibler divergence to evaluate posterior sensitivity to different priors for autoregressive time series models
- A Bayesian analysis of finite mixtures in the LISREL model
- Robust bayes analysis in normal linear regression with an improper mixture prior
- Moments of the poly-Cauchy density with applications in estimation
- Bayesian identification of double seasonal autoregressive time series models
- Model comparison of nonlinear structural equation models with fixed covariates
- A conjugate family for ar(1) processes with exponential errors
- A Bayesian Approach to Event Prediction
- Bayesian analysis of the linear regression model with an edgeworth series prior distribution
- Bayesian empirical likelihood of linear regression model with current status data
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3678468)