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
random effectsmultivariate skew-normal distributionGibbs samplerBayesian inferenceMCMCspatial panel data model
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)
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