robert kohn

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Christopher CarterVerifierad e-postadress på unsw.edu.au
Minh-Ngoc TranAssociate Professor, University of SydneyVerifierad e-postadress på sydney.edu.au
David NottAssociate Professor of Statistics, National University of SingaporeVerifierad e-postadress på nus.edu.sg
Michael Stanley SmithChair of Management (Econometrics), Melbourne Business School, University of MelbourneVerifierad e-postadress på mbs.edu
Mattias VillaniProfessor of Statistics, Stockholm UniversityVerifierad e-postadress på stat.su.se
paolo giordaniProfessor of Financial Econometrics, Norwegian Business School, OsloVerifierad e-postadress på bi.no
M PittKing's College LondonVerifierad e-postadress på kcl.ac.uk
David GunawanUniversity of WollongongVerifierad e-postadress på uow.edu.au
Matias QuirozUniversity of Technology SydneyVerifierad e-postadress på uts.edu.au
Tom ShivelyProfessor of Statistics, McCombs School of Business, University of Texas at AustinVerifierad e-postadress på mccombs.utexas.edu
Sally (Wood) CrippsUniversity of Technology SydneyVerifierad e-postadress på uts.edu.au
Simon J SheatherUniversity of KentuckyVerifierad e-postadress på uky.edu
Khue-Dung DangUniversity of MelbourneVerifierad e-postadress på unimelb.edu.au
Richard GerlachThe University of SydneyVerifierad e-postadress på sydney.edu.au
Christopher DrovandiProfessor of Statistics, Queensland University of TechnologyVerifierad e-postadress på qut.edu.au
Marcel ScharthUniversity of Sydney Business SchoolVerifierad e-postadress på sydney.edu.au
Guy HawkinsUniversity of NewcastleVerifierad e-postadress på newcastle.edu.au
Denzil G FiebigProfessor of Economics, UNSWVerifierad e-postadress på unsw.edu.au
scott brownschool of psychology, university of newcastleVerifierad e-postadress på newcastle.edu.au
Christopher KirbyProfessor of Finance, UNC CharlotteVerifierad e-postadress på g.clemson.edu

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robert kohn

Professor of Economics University of New South Wales

Verifierad e-postadress på unsw.edu.au

Statistics Econometrics Bayesian Time Series Markov chain Monte carlo


Titel Sortera efter citat Sortera efter år Sortera efter titel	Citeras av Citeras av	År
On Gibbs sampling for state space models CK Carter, R Kohn Biometrika 81 (3), 541-553, 1994	2928	1994
Nonparametric regression using Bayesian variable selection M Smith, R Kohn Journal of Econometrics 75 (2), 317-343, 1996	736	1996
Estimation, filtering, and smoothing in state space models with incompletely specified initial conditions CF Ansley, R Kohn The Annals of Statistics, 1286-1316, 1985	360	1985
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	359	2012
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	340	1986
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	339	2015
Efficient Bayesian inference for Gaussian copula regression models M Pitt, D Chan, R Kohn Biometrika 93 (3), 537-554, 2006	307	2006
Dissecting the random component of utility J Louviere, D Street, R Carson, A Ainslie, JR DeShazo, T Cameron, ... Marketing letters 13, 177-193, 2002	283	2002
Efficient estimation of covariance selection models F Wong, CK Carter, R Kohn Biometrika 90 (4), 809-830, 2003	278	2003
Markov chain Monte Carlo in conditionally Gaussian state space models CK Carter, R Kohn Biometrika 83 (3), 589-601, 1996	257	1996
Parsimonious covariance matrix estimation for longitudinal data M Smith, R Kohn Journal of the American Statistical Association 97 (460), 1141-1153, 2002	251	2002
Nonparametric regression using linear combinations of basis functions R Kohn, M Smith, D Chan Statistics and Computing 11 (4), 313-322, 2001	222	2001
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	220	2008
Speeding up MCMC by efficient data subsampling M Quiroz, R Kohn, M Villani, MN Tran Journal of the American Statistical Association, 2018	214	2018
Efficient Bayesian inference for dynamic mixture models R Gerlach, C Carter, R Kohn Journal of the American Statistical Association 95 (451), 819-828, 2000	210	2000
A fast algorithm for signal extraction, influence and cross-validation in state space models R Kohn, CF Ansley Biometrika 76 (1), 65-79, 1989	158	1989
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	141	1996
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	141	1987
Exact likelihood of vector autoregressive-moving average process with missing or aggregated data CF Ansley, R Kohn Biometrika 70 (1), 275-278, 1983	141	1983
Adaptive sampling for Bayesian variable selection DJ Nott, R Kohn Biometrika 92 (4), 747-763, 2005	133	2005

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