Reference priors for linear models with general covariance structures

DOI10.1016/J.JSPI.2012.01.005zbMATH Open1244.62102OpenAlexW1999171101MaRDI QIDQ433785FDOQ433785

Authors: Martin T. Wells, Xin Zhao 

Publication date: 6 July 2012

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2012.01.005

Recommendations

• Reference priors for the growth curve model with general covariance structures
• Reference Priors for Matrix-Variate Dynamic Linear Models
• Reference priors for shrinkage and smoothing parameters
• Reference Bayesian Methods for Generalized Linear Mixed Models
• Bayesian analysis of the covariance matrix of a multivariate normal distribution with a new class of priors

zbMATH Keywords

covariance estimationMCMCsmoothinggraphical modelslinear mixed modelsstructural equation modelspenalized splinesgeneral linear models

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05) Numerical analysis or methods applied to Markov chains (65C40)

Cites Work

• Semiparametric Regression
• Introduction to Graphical Modelling
• Title not available (Why is that?)
• Weak convergence and optimal scaling of random walk Metropolis algorithms
• Objective Bayesian Analysis of Spatially Correlated Data
• Title not available (Why is that?)
• Fully Bayesian spline smoothing and intrinsic autoregressive priors
• Prior distributions for variance parameters in hierarchical models (Comment on article by Browne and Draper)
• The Selection of Prior Distributions by Formal Rules
• Computing maximum likelihood estimates in recursive linear models with correlated errors
• Bayesian approach to estimation of intraclass correlation using reference prior
• Estimation of a covariance matrix using the reference prior
• Wishart distributions for decomposable graphs
• Model selection for Gaussian concentration graphs
• Flexible covariance estimation in graphical Gaussian models
• Title not available (Why is that?)
• Estimation of a covariance matrix with zeros
• The Effect of Improper Priors on Gibbs Sampling in Hierarchical Linear Mixed Models
• Nonconjugate Bayesian Estimation of Covariance Matrices and Its Use in Hierarchical Models
• Efficient estimation of covariance selection models
• General hit-and-run Monte Carlo sampling for evaluating multidimensional integrals
• Bayesian reference prior analysis on the ratio of variances for the balanced one-way random effect model
• Implementation and performance issues in the Bayesian and likelihood fitting of multilevel models
• Enriched conjugate and reference priors for the Wishart family on symmetric cones
• Reference priors for shrinkage and smoothing parameters
• Bayesian reference analysis for Gaussian Markov random fields
• Title not available (Why is that?)
• Bayesian Inference for a Two-Part Hierarchical Model

Cited In (7)

• REFERENCE ANALYSIS OF THE DYNAMIC LINEAR MODEL
• Reference priors for the general location-scale model
• Reference priors for the growth curve model with general covariance structures
• Reference priors for exponential families
• Reference Priors for Matrix-Variate Dynamic Linear Models
• Reference priors for shrinkage and smoothing parameters
• Reference analysis for the \(p\)-dimensional linear calibration problem

Uses Software

• SemiPar
• MIM

This page was built for publication: Reference priors for linear models with general covariance structures

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q433785)