Bayesian inference in joint modelling of location and scale parameters of the t distribution for longitudinal data
DOI10.1016/J.JSPI.2010.11.001zbMATH Open1204.62040OpenAlexW2069638309MaRDI QIDQ622452FDOQ622452
Publication date: 31 January 2011
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.2010.11.001
outliersdata augmentationmaximum likelihood estimationCholesky decompositionpredictive distributiondeviance information criterion
Bayesian inference (62F15) Applications of statistics to biology and medical sciences; meta analysis (62P10) Estimation in multivariate analysis (62H12)
Cites Work
- Title not available (Why is that?)
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Cited In (12)
- 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
- 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
- Heteroscedastic and heavy-tailed regression with mixtures of skew Laplace normal distributions
- Semiparametric Bayesian inference for mean-covariance regression models
- 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
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