Bayesian analysis for joint mean and variance models

MaRDI QIDQ5383604zbMATH OpenFDO

Authors Yuanying Zhao, Yicheng Pang, Deng-Ke Xu

Publication date 21 June 2019

zbMATH Keywords

Bayesian analysisGibbs samplerMetropolis-Hastings algorithmcase deletionjoint mean and variance models

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Bayesian inference (62F15) Analysis of variance and covariance (ANOVA) (62J10)

Recommendations

• A semiparametric Bayesian approach to joint mean and variance models
• Beta regression models: joint mean and variance modeling
• scientific article; zbMATH DE number 7403662
• scientific article; zbMATH DE number 7267177
• Heteroscedastic normal-exponential mixture models: Bayesian and classical approaches

Cited in

(7)

• Joint Bayesian inference about impulse responses in VAR models
• Joint prior distributions for variance parameters in Bayesian analysis of normal hierarchical models
• Beta regression models: joint mean and variance modeling
• Bayesian Modeling of Joint Regressions for the Mean and Covariance Matrix
• Critical appraisal of jointness concepts in Bayesian model averaging: evidence from life sciences, sociology, and other scientific fields
• A semiparametric Bayesian approach to joint mean and variance models
• Bayesian modeling of joint and conditional distributions

This page was built for publication: Bayesian analysis for joint mean and variance models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5383604)