Statistical Modelling and Regression Structures

Edited by Thomas Kneib () and Gerhard Tutz ()

in Springer Books from Springer

Date: 2010
ISBN: 978-3-7908-2413-1
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Chapters in this book:

The Smooth Complex Logarithm and Quasi-Periodic Models

H. C. Eilers

P-spline Varying Coefficient Models for Complex Data

Brian D. Marx

Penalized Splines, Mixed Models and Bayesian Ideas

Göran Kauermann

Bayesian Linear Regression — Different Conjugate Models and Their (In)Sensitivity to Prior-Data Conflict

Gero Walter and Thomas Augustin

An Efficient Model Averaging Procedure for Logistic Regression Models Using a Bayesian Estimator with Laplace Prior

Christian Heumann and Moritz Grenke

Posterior and Cross-validatory Predictive Checks: A Comparison of MCMC and INLA

Leonhard Held, Birgit Schrödle and Håvard Rue

Data Augmentation and MCMC for Binary and Multinomial Logit Models

Sylvia Frühwirth-Schnatter and Rudolf Frühwirth

Generalized Semiparametric Regression with Covariates Measured with Error

Thomas Kneib, Andreas Brezger and Ciprian M. Crainiceanu

Determinants of the Socioeconomic and Spatial Pattern of Undernutrition by Sex in India: A Geoadditive Semi-parametric Regression Approach

Christiane Belitz, Judith Hübner, Stephan Klasen and Stefan Lang

Boosting for Estimating Spatially Structured Additive Models

Nikolay Robinzonov and Torsten Hothorn

Generalized Linear Mixed Models Based on Boosting

Gerhard Tutz and Andreas Groll

Measurement and Predictors of a Negative Attitude towards Statistics among LMU Students

Carolin Strobl, Friedrich Leisch, Christian Dittrich, Christian Seiler and Sandra Hackensperger

Graphical Chain Models and their Application

Iris Pigeot, Stephan Klasen and Ronja Foraita

Indirect Comparison of Interaction Graphs

Ulrich Mansmann, Markus Schmidberger, Ralf Strobl and Vindi Jurinovic

Modelling, Estimation and Visualization of Multivariate Dependence for High-frequency Data

Erik Brodin and Claudia Klüppelberg

Ordinal- and Continuous-Response Stochastic Volatility Models for Price Changes: An Empirical Comparison

Claudia Czado, Gernot Müller and Thi-Ngoc-Giau Nguyen

Copula Choice with Factor Credit Portfolio Models

Alfred Hamerle and Kilian Plank

Penalized Estimation for Integer Autoregressive Models

Konstantinos Fokianos

Bayesian Inference for a Periodic Stochastic Volatility Model of Intraday Electricity Prices

Michael Stanley Smith

Online Change-Point Detection in Categorical Time Series

Michael Höhle

Multiple Linear Panel Regression with Multiplicative Random Noise

Hans Schneeweiß and Gerd Ronning

A Note on Using Multiple Singular Value Decompositions to Cluster Complex Intracellular Calcium Ion Signals

Josue G. Martinez, Jianhua Z. Huang and Raymond J. Carroll

On the self-regularization property of the EM algorithm for Poisson inverse problems

Axel Munk and Mihaela Pricop

Sequential Design of Computer Experiments for Constrained Optimization

Brian J. Williams, Thomas J. Santner, William I. Notz and Jeffrey S. Lehman

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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprbok:978-3-7908-2413-1

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DOI: 10.1007/978-3-7908-2413-1

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