关注
robert kohn
robert kohn
Professor of Economics University of New South Wales
在 unsw.edu.au 的电子邮件经过验证
标题
引用次数
引用次数
年份
On Gibbs sampling for state space models
CK Carter, R Kohn
Biometrika 81 (3), 541-553, 1994
30041994
Nonparametric regression using Bayesian variable selection
M Smith, R Kohn
Journal of econometrics 75 (2), 317-343, 1996
7511996
On some properties of Markov chain Monte Carlo simulation methods based on the particle filter
MK Pitt, R dos Santos Silva, P Giordani, R Kohn
Journal of Econometrics 171 (2), 134-151, 2012
3652012
Estimation, filtering, and smoothing in state space models with incompletely specified initial conditions
CF Ansley, R Kohn
The Annals of Statistics, 1286-1316, 1985
3581985
Estimation, prediction, and interpolation for ARIMA models with missing data
R Kohn, CF Ansley
Journal of the American statistical Association 81 (395), 751-761, 1986
3451986
Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator
A Doucet, MK Pitt, G Deligiannidis, R Kohn
Biometrika 102 (2), 295-313, 2015
3412015
Efficient Bayesian inference for Gaussian copula regression models
M Pitt, D Chan, R Kohn
Biometrika 93 (3), 537-554, 2006
3172006
Dissecting the random component of utility
J Louviere, D Street, R Carson, A Ainslie, JR DeShazo, T Cameron, ...
Marketing letters 13, 177-193, 2002
2912002
Efficient estimation of covariance selection models
F Wong, CK Carter, R Kohn
Biometrika 90 (4), 809-830, 2003
2822003
Markov chain Monte Carlo in conditionally Gaussian state space models
CK Carter, R Kohn
Biometrika 83 (3), 589-601, 1996
2561996
Parsimonious covariance matrix estimation for longitudinal data
M Smith, R Kohn
Journal of the American Statistical Association 97 (460), 1141-1153, 2002
2542002
Speeding up MCMC by efficient data subsampling
M Quiroz, R Kohn, M Villani, MN Tran
Journal of the American Statistical Association, 2018
2302018
Nonparametric regression using linear combinations of basis functions
R Kohn, M Smith, D Chan
Statistics and Computing 11 (4), 313-322, 2001
2242001
Efficient Bayesian inference for multiple change-point and mixture innovation models
P Giordani, R Kohn
Journal of Business & Economic Statistics 26 (1), 66-77, 2008
2232008
Efficient Bayesian inference for dynamic mixture models
R Gerlach, C Carter, R Kohn
Journal of the American Statistical Association 95 (451), 819-828, 2000
2162000
A fast algorithm for signal extraction, influence and cross-validation in state space models
R Kohn, CF Ansley
Biometrika 76 (1), 65-79, 1989
1601989
Bayesian estimation of an autoregressive model using Markov chain Monte Carlo
G Barnett, R Kohn, S Sheather
Journal of Econometrics 74 (2), 237-254, 1996
1451996
Exact likelihood of vector autoregressive-moving average process with missing or aggregated data
CF Ansley, R Kohn
Biometrika 70 (1), 275-278, 1983
1451983
A new algorithm for spline smoothing based on smoothing a stochastic process
R Kohn, CF Ansley
SIAM Journal on Scientific and Statistical Computing 8 (1), 33-48, 1987
1391987
Modeling dependence using skew t copulas: Bayesian inference and applications
MS Smith, Q Gan, R Kohn
1382010
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