Reference priors for linear models with general covariance structures

DOI10.1016/j.jspi.2012.01.005zbMath1244.62102OpenAlexW1999171101MaRDI QIDQ433785

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

zbMATH Keywords

smoothing linear mixed models graphical models MCMC penalized splines structural equation models covariance estimation general linear models

Mathematics Subject Classification ID

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

Uses Software

SemiPar
MIM

Cites Work

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Flexible covariance estimation in graphical Gaussian models
Bayesian reference prior analysis on the ratio of variances for the balanced one-way random effect model
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Enriched conjugate and reference priors for the Wishart family on symmetric cones
Reference priors for shrinkage and smoothing parameters
Estimation of a covariance matrix using the reference prior
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Wishart distributions for decomposable graphs
Efficient estimation of covariance selection models
Model selection for Gaussian concentration graphs
Estimation of a covariance matrix with zeros
Bayesian approach to estimation of intraclass correlation using reference prior
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Semiparametric Regression
Fully Bayesian spline smoothing and intrinsic autoregressive priors
Objective Bayesian Analysis of Spatially Correlated Data
Introduction to Graphical Modelling
Nonconjugate Bayesian Estimation of Covariance Matrices and Its Use in Hierarchical Models
Bayesian Inference for a Two-Part Hierarchical Model
Prior distributions for variance parameters in hierarchical models (Comment on article by Browne and Draper)

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