Mixed-effects location-scale model based on generalized hyperbolic distribution

DOI10.1007/S42081-023-00207-0MaRDI QIDQ6579477

Hiroki Masuda, Yuki Fujinaga

Publication date: 25 July 2024

Published in: Japanese Journal of Statistics and Data Science (Search for Journal in Brave)

zbMATH Keywords

asymptotically efficient estimatorgeneralized hyperbolic distributionmixed-effects location-scale model

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• An Application of a Mixed-Effects Location Scale Model for Analysis of Ecological Momentary Assessment (EMA) Data
• Random-Effects Models for Longitudinal Data
• A mixed ordinal location scale model for analysis of ecological momentary assessment (EMA) data
• Asymptotic optimal inference for non-ergodic models
• Uniform asymptotic normality of the maximum likelihood estimator
• A note on BIC in mixed-effects models
• Maximum likelihood estimation in misspecified generalized linear models
• Asymptotic Statistics
• Conditional Akaike information for mixed-effects models
• Maximum Likelihood Estimation of Misspecified Models
• Linear mixed effects models for non-Gaussian continuous repeated measurement data

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