Analyse bayésienne du modèle linéaire avec erreur autocorrélée par échantillonnage de Gibbs : application à la modélisation d'un procédé agroalimentaire à partir de données recueillies sur ligne
Revue de Statistique Appliquée (2000)
- Volume: 48, Issue: 2, page 5-34
- ISSN: 0035-175X
Access Full Article
topHow to cite
topGirard, Philippe, and Parent, Eric. "Analyse bayésienne du modèle linéaire avec erreur autocorrélée par échantillonnage de Gibbs : application à la modélisation d'un procédé agroalimentaire à partir de données recueillies sur ligne." Revue de Statistique Appliquée 48.2 (2000): 5-34. <http://eudml.org/doc/106480>.
@article{Girard2000,
author = {Girard, Philippe, Parent, Eric},
journal = {Revue de Statistique Appliquée},
language = {fre},
number = {2},
pages = {5-34},
publisher = {Société française de statistique},
title = {Analyse bayésienne du modèle linéaire avec erreur autocorrélée par échantillonnage de Gibbs : application à la modélisation d'un procédé agroalimentaire à partir de données recueillies sur ligne},
url = {http://eudml.org/doc/106480},
volume = {48},
year = {2000},
}
TY - JOUR
AU - Girard, Philippe
AU - Parent, Eric
TI - Analyse bayésienne du modèle linéaire avec erreur autocorrélée par échantillonnage de Gibbs : application à la modélisation d'un procédé agroalimentaire à partir de données recueillies sur ligne
JO - Revue de Statistique Appliquée
PY - 2000
PB - Société française de statistique
VL - 48
IS - 2
SP - 5
EP - 34
LA - fre
UR - http://eudml.org/doc/106480
ER -
References
top- [1] I.V. Basawa and L. Billard.Large-sample inference for a regression model with autocorrelated errors. Biometrika, 76: 283 - 288, 1989. Zbl0671.62088MR1016018
- [2] C.M. Beach and J.G. Mackinnon.A maximum likelihood procedure for regression with autocorrelated errors. Econometrica, 46: 51- 58, 1978. Zbl0373.62055MR464518
- [3] J.O. Berger.Statistical decision theory and bayesian analysis. Springer Verlag, New York, 2nd edition, 1980. Zbl0572.62008MR804611
- [4] J.M. Bernardo and A.F.M. Smith.Bayesian theory. Wiley, Londres, 1 edition 1994. Zbl0796.62002MR1274699
- [5] G.E.P. Box and G.C. Tiao.Bayesian inference in statistical analysis, Wiley, New York, 1 st edition, 1973. Zbl0850.62004MR418321
- [6] L.D. Broemeling.Bayesian analysis of linear models. Marcel Dekker, Inc., New York and Basel, 1 edition, 1984. Zbl0564.62020MR772380
- [7] D. Chalton and C. Troskie.Multiple regression with autocorrelated errors : bayesian analysis with different prior. South African Statistical Journal, 27: 51 -62, 1993. Zbl0780.62024MR1242769
- [8] S. Chib.Bayes regression with autoregressive errors. Journal of econometrics, 58: 275-294, 1993. Zbl0775.62068MR1237737
- [9] S. Chib and E. Greenberg.Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameters models. Journal of econometrics, 68: 339-360, 1995. Zbl0833.62103
- [10] D. Cochrane and G. Orcutt.Application of least square regressions to relationships containing auto-correlated error terms. Journal of the American Statistical Association, 44: 32- 61, 1949. Zbl0033.08201
- [11] F. Crettaz De Roten and J.-M. Helbling.Données manquantes et aberrantes : le quotidien du statisticien analyste de données. Revue de Statistiques Appliquées, 44: 105-115.
- [12] M.G. Dagenais.Parameter estimation in regression models with errors in the variables and autocorrelated disturbances. Journal of econometrics, 64: 145-163, 1994. Zbl0825.62954MR1310521
- [13] P. Dellaportas and D.A. Stephens.Bayesian analysis of error-invariables regression models, Biometrics, 51: 1085-1095, 1995. Zbl0867.62013
- [14] T.E. Dielman.Regression forecasts when disturbances are autocorrelated. Journal of forecasting, 4: 263-271, 1985.
- [15] H. Doran.Applied regression analysis in econometrics. New YorkMarcel Dekker Inc. edition, 1989. Zbl0697.62102
- [16] N.R. Draper and H. Smith.Applied Regression Analysis. Wiley, New York, 2nd edition, 1981. Zbl0548.62046MR610978
- [17] T.B. Fomby and D.K. GuilkeyOn choosing the optimal level of significance for the Durbin-Watson test and the bayesian alternative. Journal of econometrics, 8: 203-213, 1978. Zbl0394.62065MR547141
- [18] A. Gelfand and A. Smith.Sampling-based approaches to calculating marginal densities. Journal of the American Statistical Association, 85: 398 -409, 1990. Zbl0702.62020MR1141740
- [19] A. Gelman and J.B. Carlin and H.S. Stern and D.B. Rubin.Bayesian data analysis, Londres, Chapman and Hall edition, 1995. Zbl1279.62004MR1385925
- [20] S. Geman and D. Geman.Stochastic relaxation, Gibbs distributions and the bayesian restoration of image. IEEE transactions on Pattern Analysis and Machine Intelligence, 6: 721- 741, 1984. Zbl0573.62030
- [21] P. Girard.Les mécanismes physico-chimiques responsables de la viscosité du lait concentré sucré - Synthèse bibliographique. Rapport Nestlé, 1997.
- [22] A.C. Harvey and G.D.A. Phillips.Maximum likelihood estimation of regression models with autoregressive-moving average disturbances. Biometrika, 66: 49 -58, 1979. Zbl0453.62082MR529147
- [23] H. Jeffreys.Theory of probability, Oxford University Press, New York, 3rd edition, 1961. Zbl0902.62002MR187257
- [24] E.L. Lehman.Theory of point estimation, John Wiley and Sons, New York, 1 st edition, 1983. Zbl0522.62020MR702834
- [25] D.V. Lindley and A.F.M. Smith.Bayes estimates for the linear model- with discussion, Journal of the Royal Statistical SocietyB, 34: 1-41, 1972. Zbl0246.62050MR415861
- [26] J. Neter and W. Wasserman and M.H. Kutner.Applied linear statistical model - Regression, analysis of variance and experimental design. IRWIN, Honewood, 2 nd edition, 1985. Zbl0347.62043
- [27] B.D. Ripley.Stochastic simulation. Wiley, New York, 1 edition, 1987. Zbl0613.65006MR875224
- [28] C. Robert.Analyse statistique bayesienne. Economica, Paris, 1 st edition, 1992. Zbl0827.62006
- [29] C. Robert.Méthode de simulation de Monte-Carlo par chaînes de Markov. Economica, paris, economica edition, 1996.
- [30] M.A. Tanner.Tools for statistical inference : methods for the exploration of posterior distribution and likelihood functions. Springer Verlag, New York, 3rd edition, 1996. Zbl0846.62001MR1396311
- [31] S. Weisberg.Applied linear regression. John Wiley, New York, 2 nd edition, 1985. Zbl0646.62058MR2112740
- [32] A. Zellner, An introduction to Bayesian Inference in econometrics. Krieger Robert E., Londres, 1 st edition, 1971. Zbl0647.62097MR610608
- [33] A. Zellner and G.C. Tiao.Bayesian analysis of the regression model with autocorrelated errors. Journal of the American Statistical Association, 59: 763-778, 1964. Zbl0141.34703MR166886
NotesEmbed ?
topTo embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.