Pages that link to "Item:Q3625269"
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The following pages link to Confidence Intervals for the Hyperparameters in Structural Models (Q3625269):
Displaying 8 items.
- Bias-correction of Kalman filter estimators associated to a linear state space model with estimated parameters (Q286471) (← links)
- Direct fitting of dynamic models using integrated nested Laplace approximations -- INLA (Q434960) (← links)
- Profile likelihood-based confidence intervals and regions for structural equation models (Q906059) (← links)
- Bootstrap for correcting the mean square error of prediction and smoothed estimates in structural models (Q1729806) (← links)
- Inference for the Hyperparameters of Structural Models Under Classical and Bayesian Perspectives: A Comparison Study (Q3072399) (← links)
- Confidence intervals based on the deviance statistic for the hyperparameters in state space models (Q5085913) (← links)
- A NON‐GAUSSIAN FAMILY OF STATE‐SPACE MODELS WITH EXACT MARGINAL LIKELIHOOD (Q5408111) (← links)
- Comparison of classical and Bayesian approaches for intervention analysis (Q6574885) (← links)
