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Bayesian semiparametric latent variable model with DP prior for joint analysis: Implementation with nimble

期刊: STATISTICAL MODELLING, 2020; 20 (1)

Multiple responses of mixed types are naturally encountered in a variety of data analysis problems, which should be jointly analysed to achieve higher......

Semiparametric regression analysis of multivariate doubly censored data

期刊: STATISTICAL MODELLING, 0; ()

This article discusses regression analysis of multivariate doubly censored data with a wide class of flexible semiparametric transformation frailty mo......

Improved local quantile regression

期刊: STATISTICAL MODELLING, 2019; 19 (5)

We investigate a new kernel-weighted likelihood smoothing quantile regression method. The likelihood is based on a normal scale-mixture representation......

JIF:1.03

A quantile function approach to the distribution of financial returns following TGARCH models

期刊: STATISTICAL MODELLING, 0; ()

We develop a novel quantile function approach to the distribution of financial returns that follow threshold GARCH models. We propose a Bayesian metho......

Robust mixtures of factor analysis models using the restricted multivariate skew-t distribution

期刊: STATISTICAL MODELLING, 2018; 18 (1)

This article introduces a robust extension of the mixture of factor analysis models based on the restricted multivariate skew-t distribution, called m......

JIF:1.03

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