On Rigorous Specification of ICAR Models.

Intrinsic (or improper) conditional autoregressions, or ICARs, are widely used in spatial statistics, splines, dynamic linear models, and elsewhere. Such models usually have several variance components, including one for errors and at least one for random effects. Likelihood and Bayesian inference d...

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Detalles Bibliográficos

Publicado en:	American Statistician Vol. 66; no. 1; pp. 42 - 50
Autores principales:	Lavine, MichaelL., Hodges, JamesS.
Formato:	Artículo
Publicado:	Taylor & Francis Ltd Feb2012
Materias:	Autoregression (Statistics) Regression analysis ARCH model (Econometrics) Mathematical statistics Mathematical variables Bayesian analysis
Acceso en línea:	Ver este registro en EBSCOhost