1.School of Statistics, Capital University of Economics and Business, Fengtai, Beijing, People’s Republic of China ;2.Department of Applied Mathematics, The Hong Kong Polytechnic University, Hung Hom, Kowloon, Hong Kong ;
Abstract:
Statistics and Computing - This paper studies Bayesian inference on longitudinal mixed effects models with non-normal AR(1) errors. We model the nonparametric zero-mean noise in the autoregression...