Bayesian inference in joint modelling of location and scale parameters of the t distribution for longitudinal data
From MaRDI portal
(Redirected from Publication:622452)
Bayesian inference in joint modelling of location and scale parameters of the \(t\) distribution for longitudinal data
Bayesian inference in joint modelling of location and scale parameters of the \(t\) distribution for longitudinal data
Recommendations
- A robust approach to joint modeling of mean and scale covariance for longitudinal data
- Bayesian analysis of hierarchical linear mixed modeling using the multivariate \(t\) distribution
- Joint modelling of location and scale parameters of the t distribution
- Bayesian analysis of joint mean and covariance models for longitudinal data
- scientific article; zbMATH DE number 7403662
Cites work
- scientific article; zbMATH DE number 3567782 (Why is no real title available?)
- scientific article; zbMATH DE number 788228 (Why is no real title available?)
- A robust approach to joint modeling of mean and scale covariance for longitudinal data
- Bayesian Analysis of Linear and Non-Linear Population Models by Using the Gibbs Sampler
- Bayesian Measures of Model Complexity and Fit
- Bayesian Modeling of Joint Regressions for the Mean and Covariance Matrix
- Bayesian analysis of hierarchical linear mixed modeling using the multivariate \(t\) distribution
- Bayesian modeling of variance heterogeneity in normal regression models
- Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
- Ellipsoidally symmetric extensions of the general location model for mixed categorical and continuous data
- Equation of state calculations by fast computing machines
- Estimation in multivariate \(t\) linear mixed models for multiple longitudinal data
- Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
- Markov chains for exploring posterior distributions. (With discussion)
- Maximum likelihood estimation of generalised linear models for multivariate normal covariance matrix
- Maximum likelihood estimation via the ECM algorithm: A general framework
- Monte Carlo sampling methods using Markov chains and their applications
- Multivariate T-Distributions and Their Applications
- On modelling mean-covariance structures in longitudinal studies
- Random-Effects Models for Longitudinal Data
- Robust linear mixed models using the skew \(t\) distribution with application to schizophrenia data
- Sampling-Based Approaches to Calculating Marginal Densities
- Statistical Applications of the Multivariate Skew Normal Distribution
- The Calculation of Posterior Distributions by Data Augmentation
- The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence
Cited in
(14)- Covariance estimation: the GLM and regularization perspectives
- A robust joint modeling approach for longitudinal data with informative dropouts
- Robust modeling of multivariate longitudinal data using modified Cholesky and hypersphere decompositions
- A skew-normal mixture of joint location, scale and skewness models
- A robust approach to joint modeling of mean and scale covariance for longitudinal data
- Bayesian analysis of hierarchical linear mixed modeling using the multivariate \(t\) distribution
- Variable Selection in Heteroscedastic Regression Models Under General Skew-t Distributional Models Using Information Complexity
- Joint modelling of location and scale parameters of the t distribution
- Bayesian inference for joint location and scale nonlinear models with skew-normal errors
- Semiparametric Bayesian inference for mean-covariance regression models
- Heteroscedastic and heavy-tailed regression with mixtures of skew Laplace normal distributions
- Joint modeling of location and scale parameters of the skew-normal distribution
- Bayesian analysis of joint mean and covariance models for longitudinal data
- A semiparametric Bayesian approach to joint mean and variance models
This page was built for publication: Bayesian inference in joint modelling of location and scale parameters of the \(t\) distribution for longitudinal data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q622452)
