Bayesian analysis of Box-Cox transformed linear mixed models with ARMA(p, q) dependence
| dc.citation.epage | 451 | en_US |
| dc.citation.issue | 2 | en_US |
| dc.citation.spage | 435 | en_US |
| dc.citation.volume | 133 | en_US |
| dc.citation.woscount | 11 | |
| dc.contributor.author | Lee, JC | en_US |
| dc.contributor.author | Lin, TI | en_US |
| dc.contributor.author | Lee, KJ | en_US |
| dc.contributor.author | Hsu, YL | en_US |
| dc.contributor.department | 統計學研究所 | zh_TW |
| dc.contributor.department | 資訊管理與財務金融系 註：原資管所+財金所 | zh_TW |
| dc.contributor.department | Institute of Statistics | en_US |
| dc.contributor.department | Department of Information Management and Finance | en_US |
| dc.date.accessioned | 2014-12-08T15:18:42Z | |
| dc.date.available | 2014-12-08T15:18:42Z | |
| dc.date.issued | 2005-08-01 | en_US |
| dc.description.abstract | 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. | en_US |
| dc.identifier.doi | 10.1016/j.jspi.2004.03.015 | en_US |
| dc.identifier.issn | 0378-3758 | en_US |
| dc.identifier.journal | JOURNAL OF STATISTICAL PLANNING AND INFERENCE | en_US |
| dc.identifier.uri | http://dx.doi.org/10.1016/j.jspi.2004.03.015 | en_US |
| dc.identifier.uri | https://ir.lib.nycu.edu.tw/handle/11536/13451 | |
| dc.identifier.wosnumber | WOS:000229660800013 | |
| dc.language.iso | en_US | en_US |
| dc.subject | approximate Bayesian | en_US |
| dc.subject | maximum likelihood estimation | en_US |
| dc.subject | MCMC | en_US |
| dc.subject | uniforni prior | en_US |
| dc.subject | random effects | en_US |
| dc.subject | reparameterization | en_US |
| dc.title | Bayesian analysis of Box-Cox transformed linear mixed models with ARMA(p, q) dependence | en_US |
| dc.type | Article | en_US |