Analysis of Poisson varying-coefficient models with autoregression

DOI10.1080/02331888.2017.1353514MaRDI QIDQ4639147zbMATH OpenOpenAlexFDO

Authors Taeyoung Park, Seonghyun Jeong

Publication date 3 May 2018

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888.2017.1353514

zbMATH Keywords

Bayesian analysisPoisson regressionpartial collapsefunctional relationshipdata-driven basis selection

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric estimation (62G05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cites work

• scientific article; zbMATH DE number 4070082 (Why is no real title available?)
• A regression model for time series of counts
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• Bayesian variable selection in Poisson change-point regression analysis
• Efficient Bayesian analysis of multivariate aggregate choices
• Efficient Estimation and Inferences for Varying-Coefficient Models
• Efficient estimation of a semiparametric partially linear varying coefficient model
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• Generalized varying coefficient models: A smooth variable selection technique
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• Mixtures of g Priors for Bayesian Variable Selection
• Model uncertainty
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• Partially Collapsed Gibbs Samplers
• Partially Collapsed Gibbs Sampling for Linear Mixed-effects Models
• Partially collapsed Gibbs sampling and path-adaptive Metropolis-Hastings in high-energy astrophysics
• Profile likelihood inferences on semiparametric varying-coefficient partially linear models
• The Collapsed Gibbs Sampler in Bayesian Computations with Applications to a Gene Regulation Problem

Cited in

(7)

• Efficient and flexible model-based clustering of jumps in diffusion processes
• Serial dependence and regression of Poisson INARMA models
• Functional clustering methods for binary longitudinal data with temporal heterogeneity
• Time-varying auto-regressive models for count time-series
• Variable selection for first‐order Poisson integer‐valued autoregressive model with covariables
• On some properties of autoregressive conditional Poisson (ACP) models
• Bayesian Model Selection in Additive Partial Linear Models Via Locally Adaptive Splines

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