標題: 具AR相關和冪次轉換之成長曲線模型的貝氏分析
Bayesian Analysis of a General Growth Curve Model with AR Dependence and Power Transformations
作者: 楊凱琳
Kai-Lin Yang
李 昭 勝
Dr. Jack C. Lee
統計學研究所
關鍵字: 貝氏;預測;Bayesian;Prediction
公開日期: 1999
摘要: 在這篇論文中,我們從貝氏的觀點來考慮具冪次轉換的一般成長曲線模型,而其中共變異數結構是平穩的g次自我迴歸過程。文中探討參數估計和未來值的預測,並以實際的資料和模擬的資料來描述結果。
In this paper we consider Bayesian analysis of generalized growth curve model with power transformation when the covariance matrix A = aC where C is the correlation matrix with the stationary autoregressive process of order g, g < p and a > 0 are unknown. We consider both parameter estimation and prediction of future values. Results are illustrated with real and simulated data.
URI: http://140.113.39.130/cdrfb3/record/nctu/#NT880337005
http://hdl.handle.net/11536/65372
Appears in Collections:Thesis