Pages that link to "Item:Q2445672"

The following pages link to Semiparametric Bayes hierarchical models with mean and variance constraints (Q2445672):

Displaying 20 items.

• Bayesian semiparametric structural equation models with latent variables (Q615671) (← links)
• Semiparametric Bayesian joint models of multivariate longitudinal and survival data (Q1623585) (← links)
• Additive mixed models with Dirichlet process mixture and P-spline priors (Q1633226) (← links)
• Semiparametric Bayesian inference on generalized linear measurement error models (Q1685290) (← links)
• Semiparametric Bayesian analysis of transformation linear mixed models (Q1749995) (← links)
• Bayesian variable selection for logistic mixed model with nonparametric random effects (Q1927042) (← links)
• A two-stage Bayesian semiparametric model for novelty detection with robust prior information (Q2058768) (← links)
• Bayesian variable selection for mixed effects model with shrinkage prior (Q2184407) (← links)
• A Bayesian semiparametric vector multiplicative error model (Q2242023) (← links)
• On the Bayesian nonparametric generalization of IRT-type models (Q2275424) (← links)
• A mixture of generalized latent variable models for mixed mode and heterogeneous data (Q2275642) (← links)
• Semiparametric Bayesian analysis for longitudinal mixed effects models with non-normal AR(1) errors (Q2329784) (← links)
• Semiparametric Bayesian inference for mean-covariance regression models (Q2403991) (← links)
• Bayesian influence analysis of generalized partial linear mixed models for longitudinal data (Q2438631) (← links)
• A Bayesian modeling approach for generalized semiparametric structural equation models (Q2452349) (← links)
• An adaptive truncation method for inference in Bayesian nonparametric models (Q2631376) (← links)
• Bayesian nonparametric centered random effects models with variable selection (Q4917515) (← links)
• Bayesian semiparametric reproductive dispersion mixed models for non-normal longitudinal data: estimation and case influence analysis (Q5106899) (← links)
• Dynamic mixed models with heterogeneous covariance components using multivariate GARCH innovations and the Dirichlet process mixture (Q6079952) (← links)
• The importance of supply and demand for oil prices: Evidence from non‐Gaussianity (Q6185465) (← links)