Statistical inference on some mixed MANOVA-GMANOVA models with random effects

on some bayesian statistical models in actuarial science with emphasis on claim count

چکیده ندارد.

Statistical Inference in Autoregressive Models with Non-negative Residuals

Normal residual is one of the usual assumptions of autoregressive models but in practice sometimes we are faced with non-negative residuals case. In this paper we consider some autoregressive models with non-negative residuals as competing models and we have derived the maximum likelihood estimators of parameters based on the modified approach and EM algorithm for the competing models. Also,...

Conditional Inference Functions for Mixed-Effects Models with Unspecified Random-Effects Distribution

In longitudinal studies, mixed-effects models are important for addressing subject-specific effects. However, most existing approaches assume a normal distribution for the random effects, and this could affect the bias and efficiency of the fixed-effects estimator. Even in cases where the estimation of the fixed effects is robust with a misspecified distribution of the random effects, the estim...

Parameter Estimation in Spatial Generalized Linear Mixed Models with Skew Gaussian Random Effects using Laplace Approximation

 Spatial generalized linear mixed models are used commonly for modelling non-Gaussian discrete spatial responses. We present an algorithm for parameter estimation of the models using Laplace approximation of likelihood function. In these models, the spatial correlation structure of data is carried out by random effects or latent variables. In most spatial analysis, it is assumed that rando...

Generalized Inference in Repeated Measures: Exact Methods in MANOVA and Mixed Models