Bayesian analysis of a growth curve model with a general autoregressive covariance structure
| dc.citation.epage | 713 | en_US |
| dc.citation.issue | 4 | en_US |
| dc.citation.spage | 703 | en_US |
| dc.citation.volume | 27 | en_US |
| dc.citation.woscount | 3 | |
| dc.contributor.author | Lee, JC | en_US |
| dc.contributor.author | Chang, CH | en_US |
| dc.contributor.department | 交大名義發表 | zh_TW |
| dc.contributor.department | National Chiao Tung University | en_US |
| dc.date.accessioned | 2014-12-08T15:44:34Z | |
| dc.date.available | 2014-12-08T15:44:34Z | |
| dc.date.issued | 2000-12-01 | en_US |
| dc.description.abstract | In this paper wt: consider from maximum likelihood and Bayesian points of view the generalized growth curve model when the covariance matrix has a Toeplitz structure. This covariance is a generalization of the AR(I) dependence structure. Inferences on the parameters as well as the future values are Included. The results are illustrated with several real data sets. | en_US |
| dc.identifier.issn | 0303-6898 | en_US |
| dc.identifier.journal | SCANDINAVIAN JOURNAL OF STATISTICS | en_US |
| dc.identifier.uri | https://ir.lib.nycu.edu.tw/handle/11536/30091 | |
| dc.identifier.wosnumber | WOS:000165546100009 | |
| dc.language.iso | en_US | en_US |
| dc.subject | banded covariance | en_US |
| dc.subject | Bayesian | en_US |
| dc.subject | exact and approximate distributions | en_US |
| dc.subject | maximum likelihood estimates | en_US |
| dc.subject | MCMC | en_US |
| dc.subject | non-informative prior | en_US |
| dc.subject | prediction | en_US |
| dc.subject | Toeplitz structure | en_US |
| dc.title | Bayesian analysis of a growth curve model with a general autoregressive covariance structure | en_US |
| dc.type | Article | en_US |