Bayesian analysis for joint mean and variance models

zbMATH Open1424.62056MaRDI QIDQ5383604FDOQ5383604

Authors: Yuanying Zhao, Yicheng Pang, Deng-Ke Xu 

Publication date: 21 June 2019

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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)

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

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