Mixed-effects location-scale model based on generalized hyperbolic distribution

DOI10.1007/S42081-023-00207-0MaRDI QIDQ6579477FDOQ6579477

Authors: Yuki Fujinaga, Hiroki Masuda 

Publication date: 25 July 2024

Published in: Japanese Journal of Statistics and Data Science (Search for Journal in Brave)

zbMATH Keywords

generalized hyperbolic distributionasymptotically efficient estimatormixed-effects location-scale model

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Asymptotic Statistics
• Maximum Likelihood Estimation of Misspecified Models
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• A note on BIC in mixed-effects models
• Mixed effects models for the population approach. Models, tasks, methods and tools. With contributions by Kevin Bleakley
• Linear mixed effects models for non-Gaussian continuous repeated measurement data

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