Skew-normal generalized spatial panel data model

DOI10.1080/03610918.2019.1622718zbMath1497.62253OpenAlexW2947494174WikidataQ127769790 ScholiaQ127769790MaRDI QIDQ5082780

Mohadeseh Alsadat Farzammehr, Mohammad Reza Zadkarami, Geoffrey J. McLachlan

Publication date: 21 June 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2019.1622718

zbMATH Keywords

random effectsmultivariate skew-normal distributionGibbs samplerBayesian inferenceMCMCspatial panel data model

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Applications of statistics to economics (62P20) Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (1)

Bayesian analysis of generalized linear mixed models with spatial correlated and unrestricted skew normal errors

Uses Software

• BUGS
• Ecdat
• R2OpenBUGS

Cites Work

• Unnamed Item
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