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National Chung Hsing University Institutional Repository - NCHUIR > 理學院 > 統計學研究所 > 依資料類型分類 > 期刊論文 >  Bayesian analysis of Box-Cox transformed linear mixed models with ARMA(p, q) dependence

Please use this identifier to cite or link to this item: http://nchuir.lib.nchu.edu.tw/handle/309270000/133603

標題: Bayesian analysis of Box-Cox transformed linear mixed models with ARMA(p, q) dependence
作者: Lee, J.C.;Lin, T.I.;Lee, K.J.;Hsu, Y.L.
關鍵字: approximate Bayesian;maximum likelihood estimation;MCMC;uniforni;prior;random effects;reparameterization;forecasting technological substitutions;longitudinal data;time;errors;inference
日期: 2005
Issue Date: 2012-12-14 10:06:11 (UTC+8)
關連: Journal of Statistical Planning and Inference, Volume 133, Issue 2, Page(s) 435-451.
摘要: In this paper, we present a Bayesian inference methodology for Box-Cox transformed linear mixed model with ARMA(p, q) errors using approximate Bayesian and Markov chain Monte Carlo methods. Two priors are proposed and put into comparisons in parameter estimation and prediction of future values. The advantages of Bayesian approach over maximum likelihood method are demonstrated by both real and simulated data. (c) 2004 Elsevier B.V. All rights reserved.
Relation: Journal of Statistical Planning and Inference
Appears in Collections:[依資料類型分類] 期刊論文
[依教師分類] 林宗儀
[依教師分類] 許英麟
[依教師分類] 林宗儀
[依教師分類] 許英麟

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