Bayesian analysis of multivariate t linear mixed models using a combination of IBF and Gibbs samplers
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References listed on IDEAS
- Wang, Wan-Lun & Fan, Tsai-Hung, 2010. "ECM-based maximum likelihood inference for multivariate linear mixed models with autoregressive errors," Computational Statistics & Data Analysis, Elsevier, vol. 54(5), pages 1328-1341, May.
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- Tan, Ming & Tian, Guo-Liang & Wang Ng, Kai, 2006. "Hierarchical models for repeated binary data using the IBF sampler," Computational Statistics & Data Analysis, Elsevier, vol. 50(5), pages 1272-1286, March.
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- Tian, Guo-Liang & Tan, Ming, 2003. "Exact statistical solutions using the inverse Bayes formulae," Statistics & Probability Letters, Elsevier, vol. 62(3), pages 305-315, April.
- Barndorff-Nielsen, O. & Schou, G., 1973. "On the parametrization of autoregressive models by partial autocorrelations," Journal of Multivariate Analysis, Elsevier, vol. 3(4), pages 408-419, December.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Getachew A. Dagne, 2016. "Bayesian segmental growth mixture Tobit models with skew distributions," Computational Statistics, Springer, vol. 31(1), pages 121-137, March.
- D. Concordet & R. Servien, 2014. "Individual prediction regions for multivariate longitudinal data with small samples," Biometrics, The International Biometric Society, vol. 70(3), pages 629-638, September.
More about this item
KeywordsConditional conjugate priors; Hierarchical models; Inverse Bayes formulas; MCMC; Multivariate longitudinal data;
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