Bayesian analysis of conditional autoregressive models

DOI10.1007/s10463-010-0298-1zbMath1238.62028OpenAlexW1981856505MaRDI QIDQ421384

Victor De Oliveira

Publication date: 23 May 2012

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-010-0298-1

zbMATH Keywords

eigenvalueseigenvectorsmaximum likelihoodspatial dataCAR modelintegrated likelihoodfrequentist propertiesweight matrix

Mathematics Subject Classification ID

Related Items (6)

Objective Bayesian analysis for CAR models ⋮ Objective Bayesian analysis for autoregressive models with nugget effects ⋮ Some recent work on multivariate Gaussian Markov random fields ⋮ Objective Bayesian analysis for Gaussian hierarchical models with intrinsic conditional autoregressive priors ⋮ A Semiparametric Bayesian Approach to Dropout in Longitudinal Studies With Auxiliary Covariates ⋮ Unnamed Item

Uses Software

• GMRFLib
• spBayes

Cites Work

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• Likelihood-based estimation for Gaussian MRFs
• Spatial Modeling of Regional Variables
• Maximum likelihood estimation of models for residual covariance in spatial regression
• Posterior distribution of hierarchical models using CAR(1) distributions
• Adaptive Rejection Metropolis Sampling within Gibbs Sampling
• Objective Bayesian Analysis of Spatially Correlated Data
• Gaussian Markov Random Fields

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