Bayesian Semiparametric Analysis of Multivariate Continuous Responses, With Variable Selection

DOI10.1080/10618600.2020.1739534OpenAlexW3101441543MaRDI QIDQ5066759

Benjamin C. Marshall, Georgios Papageorgiou

Publication date: 30 March 2022

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://eprints.bbk.ac.uk/id/eprint/31163/1/Supplement.pdf

zbMATH Keywords

clusteringsemiparametric regressionmodel averagingmultivariate response regressionseemingly unrelated regression modelscovariance matrix models

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• GAMLSS
• MRCE
• BNSP

Cites Work

• BAMLSS: Bayesian Additive Models for Location, Scale, and Shape (and Beyond)
• Bayesian nonparametric inference -- why and how
• Optimal scaling for various Metropolis-Hastings algorithms.
• Nonparametric seemingly unrelated regression
• A Bayesian analysis of some nonparametric problems
• Simultaneous inference in structured additive conditional copula regression models: a unifying Bayesian approach
• The Matrix-Logarithmic Covariance Model
• Random Effects Selection in Linear Mixed Models
• Cholesky Decompositions and Estimation of A Covariance Matrix: Orthogonality of Variance Correlation Parameters
• Mixtures of g Priors for Bayesian Variable Selection
• Nonconjugate Bayesian Estimation of Covariance Matrices and Its Use in Hierarchical Models
• Spike-and-Slab Priors for Function Selection in Structured Additive Regression Models
• Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
• Modelling structured correlation matrices
• Bayesian correlation estimation
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
• Generalized Additive Models for Location, Scale and Shape
• A review of Bayesian variable selection methods: what, how and which
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