Bayesian Smoothing and Regression for Longitudinal, Spatial and Event History Data

by Thomas Kneib and Ludwig Fahrmeir

Several recent advances in smoothing and semiparametric regression are presented in this book from a unifying, Bayesian perspective. Simulation-based full Bayesian Markov chain Monte Carlo (MCMC) inference, as well as empirical Bayes procedures closely related to penalized likelihood
estimation and mixed models, are considered here. Throughout, the focus is on semiparametric regression and smoothing based on basis expansions of unknown functions...

• Format: Hardcover
• Language: English
• ISBN: 0199533024
• ISBN13: 9780199533022
• Release Date: June 2011
• Publisher: Oxford University Press, USA
• Length: 512 Pages
• Weight: 2.05 lbs.
• Dimensions: 1.3" x 6.0" x 9.2"